+152.5%
IVZ vs SPYG
+91.6%
+60.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +3.3% |
| 7D | +7.6% | +2.3% | +5.3% | +5.1% |
| 30D | +4.3% | -6.5% | +10.8% | +11.8% |
| 3M | -9.3% | -6.8% | -2.5% | -2.4% |
| 6M | +5.2% | -3.1% | +8.4% | +9.0% |
| YTD | +13.4% | +8.0% | +5.4% | +5.4% |
| 1Y | +25.4% | +10.2% | +15.2% | +14.1% |
| 3Y | +152.5% | +91.0% | +61.5% | +37.0% |
| All | +152.5% | +91.6% | +60.9% | +37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling