+65.1%
IVZ vs SPYG
+85.0%
-19.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.2% |
| 7D | +0.6% | +0.4% | +0.3% | +0.3% |
| 30D | +4.0% | -0.4% | +4.5% | +4.5% |
| 3M | +18.2% | +0.5% | +17.6% | +17.6% |
| 6M | +32.8% | +17.5% | +15.4% | +12.1% |
| YTD | +28.7% | +14.3% | +14.4% | +11.9% |
| 1Y | +55.4% | +21.7% | +33.7% | +26.4% |
| 3Y | +135.2% | +98.6% | +36.6% | +13.2% |
| All | +65.1% | +85.0% | -19.9% | -16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling