+65.1%
IVZ vs SPXU
-86.1%
+151.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +1.7% |
| 7D | +0.6% | -0.1% | +0.8% | +0.7% |
| 30D | +4.0% | +0.8% | +3.2% | +4.6% |
| 3M | +18.2% | -4.7% | +22.9% | +17.4% |
| 6M | +32.8% | -29.6% | +62.4% | +15.6% |
| YTD | +28.7% | -29.9% | +58.6% | +13.0% |
| 1Y | +55.4% | -39.1% | +94.5% | +29.0% |
| 3Y | +135.2% | -80.0% | +215.2% | +34.2% |
| All | +65.1% | -86.1% | +151.2% | +0.3% |
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