+28.6%
IVZ vs SITM
+48.9%
-20.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +17.4% | -17.4% | -3.6% |
| 7D | -2.4% | -6.7% | +4.3% | -1.6% |
| 30D | -11.2% | -37.3% | +26.1% | -3.2% |
| 3M | -14.0% | -39.4% | +25.4% | -6.3% |
| 6M | +0.5% | -33.1% | +33.6% | +3.6% |
| YTD | +5.4% | +18.0% | -12.6% | -6.3% |
| 1Y | +19.5% | +22.7% | -3.2% | +4.6% |
| 3Y | +128.7% | +283.8% | -155.1% | +35.6% |
| All | +28.6% | +48.9% | -20.3% | -21.1% |
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