+47.7%
IVZ vs SNY
-4.5%
+52.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -2.4% | -3.3% | +0.9% | -1.7% |
| 30D | +3.0% | -2.2% | +5.2% | +3.5% |
| 3M | +14.9% | -3.0% | +17.9% | +15.4% |
| 6M | +36.7% | +2.7% | +34.0% | +35.9% |
| YTD | +25.7% | -6.8% | +32.5% | +26.5% |
| 1Y | +47.7% | -5.3% | +53.0% | +47.6% |
| All | +47.7% | -4.5% | +52.2% | +47.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling