+65.1%
IVZ vs SITM
+170.8%
-105.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.5% | -5.4% | -0.2% |
| 7D | +0.6% | +9.7% | -9.1% | -1.3% |
| 30D | +4.0% | +12.7% | -8.7% | +0.2% |
| 3M | +18.2% | -13.4% | +31.6% | +18.9% |
| 6M | +32.8% | +59.6% | -26.8% | +14.3% |
| YTD | +28.7% | +73.3% | -44.6% | +7.4% |
| 1Y | +55.4% | +165.5% | -110.2% | +15.0% |
| 3Y | +135.2% | +368.7% | -233.5% | +37.5% |
| All | +65.1% | +170.8% | -105.6% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SITM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling