+46.1%
IVZ vs SOLS
+22.7%
+23.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.4% |
| 7D | +1.1% | +4.5% | -3.4% | +0.5% |
| 30D | +3.1% | +6.0% | -2.9% | +2.2% |
| 3M | +18.2% | -19.7% | +37.9% | +20.5% |
| 6M | +38.6% | -10.4% | +49.0% | +38.5% |
| YTD | +25.9% | +33.3% | -7.3% | +19.3% |
| All | +46.1% | +22.7% | +23.4% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS 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 SOLS 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