+128.7%
IVZ vs SM
-20.8%
+149.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -4.6% | -3.4% | -7.3% |
| 7D | -6.7% | -25.1% | +18.5% | -2.7% |
| 30D | -10.9% | -15.6% | +4.7% | -9.1% |
| 3M | -14.8% | +2.7% | -17.5% | -16.9% |
| 6M | +2.4% | -3.8% | +6.2% | -0.3% |
| YTD | +5.4% | +61.8% | -56.4% | -13.9% |
| 1Y | +19.6% | +71.4% | -51.8% | -4.6% |
| All | +128.7% | -20.8% | +149.5% | +103.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling