+27.4%
IVZ vs SPXU
-81.8%
+109.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | -0.4% |
| 7D | -2.4% | +7.6% | -10.0% | +2.1% |
| 30D | -11.2% | +17.5% | -28.7% | -2.5% |
| 3M | -14.0% | +14.7% | -28.6% | -6.2% |
| 6M | +0.5% | -0.1% | +0.5% | +4.1% |
| YTD | +5.4% | -19.8% | +25.2% | +0.6% |
| 1Y | +19.5% | -23.7% | +43.2% | +11.9% |
| 3Y | +128.7% | -79.5% | +208.2% | +33.6% |
| All | +27.4% | -81.8% | +109.1% | -11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling