+50.5%
IVZ vs SPY
+315.0%
-264.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.4% | +4.4% | +3.2% |
| 7D | +4.1% | +0.1% | +4.0% | +4.4% |
| 30D | -2.0% | -3.3% | +1.3% | +3.6% |
| 3M | -7.8% | -2.4% | -5.4% | -3.8% |
| 6M | +6.3% | +2.6% | +3.7% | +3.2% |
| YTD | +12.6% | +11.2% | +1.3% | -2.7% |
| 1Y | +27.6% | +13.4% | +14.2% | +7.2% |
| 3Y | +154.0% | +79.9% | +74.1% | +8.2% |
| 5Y | +37.3% | +72.2% | -34.9% | -36.0% |
| 10Y | +50.5% | +307.3% | -256.8% | -80.4% |
| All | +50.5% | +315.0% | -264.5% | -80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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