+31.6%
IVZ vs SOLS
+25.7%
+5.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +2.9% | +2.4% |
| 7D | +7.6% | +14.0% | -6.4% | +5.4% |
| 30D | +4.3% | +10.0% | -5.6% | +2.6% |
| 3M | -9.3% | +5.8% | -15.2% | -10.5% |
| 6M | +5.2% | -25.2% | +30.4% | +8.1% |
| YTD | +13.4% | +36.5% | -23.1% | +6.7% |
| 1Y | +25.4% | +45.0% | -19.7% | +16.4% |
| All | +31.6% | +25.7% | +5.9% | +23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling