+60.9%
IVZ vs SPYG
+410.1%
-349.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.7% |
| 7D | +1.1% | +1.2% | -0.1% | -0.2% |
| 30D | +3.1% | -1.6% | +4.6% | +5.0% |
| 3M | +18.2% | +3.4% | +14.8% | +13.9% |
| 6M | +38.6% | +18.9% | +19.7% | +13.7% |
| YTD | +25.9% | +13.8% | +12.1% | +8.7% |
| 1Y | +51.7% | +20.6% | +31.1% | +22.5% |
| 3Y | +138.7% | +100.5% | +38.1% | +6.0% |
| 5Y | +62.8% | +84.6% | -21.8% | -20.4% |
| 10Y | +60.9% | +410.8% | -349.9% | -77.1% |
| All | +60.9% | +410.1% | -349.2% | -77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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