+37.0%
IVZ vs SPXU
-83.3%
+120.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.1% | +3.0% |
| 7D | +7.6% | -7.6% | +15.2% | +3.7% |
| 30D | +4.3% | +5.3% | -1.0% | +8.7% |
| 3M | -9.3% | +9.6% | -19.0% | -3.1% |
| 6M | +5.2% | -4.5% | +9.8% | +6.9% |
| YTD | +13.4% | -25.9% | +39.3% | +4.3% |
| 1Y | +25.4% | -28.9% | +54.2% | +13.5% |
| 3Y | +152.5% | -80.5% | +233.0% | +44.1% |
| All | +37.0% | -83.3% | +120.2% | -8.6% |
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 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