+61.1%
IVZ vs SNY
+9.5%
+51.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | +1.2% | -3.6% | +4.8% | +2.2% |
| 30D | +1.8% | -1.4% | +3.2% | +2.2% |
| 3M | +15.7% | -4.2% | +19.9% | +16.9% |
| 6M | +36.3% | +2.0% | +34.4% | +35.2% |
| YTD | +24.9% | -6.7% | +31.6% | +26.8% |
| 1Y | +48.9% | -4.7% | +53.6% | +49.9% |
| 3Y | +136.8% | -8.1% | +144.9% | +135.7% |
| All | +61.1% | +9.5% | +51.7% | +41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling