+1,104.4%
IVZ vs SM
+1,340.7%
-236.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.6% | +1.6% |
| 7D | +0.6% | +0.1% | +0.5% | +0.6% |
| 30D | +4.0% | +26.3% | -22.3% | -1.3% |
| 3M | +18.2% | +8.7% | +9.5% | +14.7% |
| 6M | +32.8% | +51.7% | -18.9% | +18.5% |
| YTD | +28.7% | +99.0% | -70.3% | +7.8% |
| 1Y | +55.4% | +34.6% | +20.8% | +40.5% |
| 3Y | +135.2% | -7.8% | +143.0% | +124.4% |
| 5Y | +64.2% | +104.8% | -40.6% | +25.5% |
| 10Y | +64.6% | +7.2% | +57.4% | -6.0% |
| All | +1,104.4% | +1,340.7% | -236.3% | +284.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling