+886.2%
IVZ vs SPY
+2,143.2%
-1,257.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -4.4% | -3.6% | -1.5% |
| 7D | -6.7% | -4.7% | -2.0% | +0.5% |
| 30D | -10.9% | -5.9% | -4.9% | -2.1% |
| 3M | -14.8% | -4.5% | -10.3% | -8.4% |
| 6M | +2.4% | +1.8% | +0.6% | +0.6% |
| YTD | +5.4% | +8.3% | -2.9% | -5.0% |
| 1Y | +19.6% | +9.3% | +10.2% | +6.3% |
| 3Y | +122.4% | +74.9% | +47.6% | +0.9% |
| 5Y | +28.8% | +67.3% | -38.5% | -36.2% |
| 10Y | +52.3% | +311.6% | -259.3% | -78.2% |
| All | +886.2% | +2,143.2% | -1,257.0% | -51.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling