+60.0%
IVZ vs SNY
+64.5%
-4.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | -2.4% | -3.3% | +0.9% | -0.9% |
| 30D | +3.0% | -2.2% | +5.2% | +4.0% |
| 3M | +14.9% | -3.0% | +17.9% | +16.0% |
| 6M | +36.7% | +2.7% | +34.0% | +34.4% |
| YTD | +25.7% | -6.8% | +32.5% | +28.6% |
| 1Y | +47.7% | -5.3% | +53.0% | +49.4% |
| 3Y | +138.8% | -9.8% | +148.6% | +137.8% |
| 5Y | +62.1% | +9.7% | +52.4% | +39.4% |
| All | +60.0% | +64.5% | -4.5% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 10y: compounded portfolio wealth divided by compounded SNY 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…
10y analysis · Full analysis span regression · 6 months rolling