+55.4%
IVZ vs SM
+36.8%
+18.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.1% | +4.2% | +0.9% |
| 7D | +0.6% | -0.5% | +1.1% | +0.6% |
| 30D | +4.0% | +25.6% | -21.6% | +5.6% |
| 3M | +18.2% | +8.0% | +10.1% | +19.4% |
| 6M | +32.8% | +50.8% | -18.0% | +32.1% |
| YTD | +28.7% | +97.9% | -69.1% | +23.8% |
| 1Y | +55.4% | +33.8% | +21.6% | +52.5% |
| All | +55.4% | +36.8% | +18.6% | +52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling