+32.8%
IVZ vs SITM
+49.4%
-16.5%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.5% | -5.4% | +0.3% |
| 7D | +0.6% | +9.7% | -9.1% | -0.5% |
| 30D | +4.0% | +12.7% | -8.7% | +1.8% |
| 3M | +18.2% | -13.4% | +31.6% | +18.4% |
| 6M | +32.8% | +59.6% | -26.8% | +13.6% |
| All | +32.8% | +49.4% | -16.5% | +13.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling