+1,104.4%
IVZ vs SPY
+2,251.2%
-1,146.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.7% |
| 7D | +0.6% | +0.1% | +0.5% | +0.5% |
| 30D | +4.0% | +0.1% | +4.0% | +4.0% |
| 3M | +18.2% | +2.0% | +16.2% | +15.2% |
| 6M | +32.8% | +13.0% | +19.8% | +11.6% |
| YTD | +28.7% | +13.5% | +15.2% | +7.8% |
| 1Y | +55.4% | +20.0% | +35.4% | +20.2% |
| 3Y | +135.2% | +77.2% | +58.0% | +4.3% |
| 5Y | +64.2% | +81.9% | -17.7% | -28.3% |
| 10Y | +64.6% | +314.1% | -249.4% | -76.7% |
| All | +1,104.4% | +2,251.2% | -1,146.8% | -44.5% |
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