+40.4%
IVZ vs SPXU
-99.5%
+139.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +2.2% |
| 7D | +6.8% | -7.6% | +14.4% | +2.9% |
| 30D | +3.5% | +5.3% | -1.8% | +8.0% |
| 3M | -10.0% | +9.6% | -19.7% | -3.7% |
| 6M | +4.5% | -4.5% | +9.0% | +6.1% |
| YTD | +12.6% | -25.9% | +38.5% | +3.3% |
| 1Y | +24.4% | -28.9% | +53.3% | +12.3% |
| 3Y | +150.6% | -80.5% | +231.1% | +39.6% |
| 5Y | +35.7% | -83.4% | +119.0% | -9.9% |
| All | +40.4% | -99.5% | +139.9% | -72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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