+29.3%
IVZ vs SOLS
+27.7%
+1.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.3% | -4.1% | -1.3% |
| 7D | -2.8% | +16.4% | -19.1% | -5.0% |
| 30D | -2.2% | +10.6% | -12.8% | -3.9% |
| 3M | -8.1% | +10.0% | -18.1% | -9.8% |
| 6M | +3.8% | -21.2% | +25.0% | +5.7% |
| YTD | +11.5% | +38.7% | -27.2% | +4.5% |
| 1Y | +23.7% | +46.1% | -22.4% | +14.8% |
| All | +29.3% | +27.7% | +1.6% | +20.5% |
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