+27.4%
IVZ vs SPYG
+63.1%
-35.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -1.0% |
| 7D | -2.4% | -3.6% | +1.2% | +1.6% |
| 30D | -11.2% | -11.2% | 0.0% | +0.8% |
| 3M | -14.0% | -8.1% | -5.9% | -5.8% |
| 6M | +0.5% | -3.3% | +3.7% | +4.3% |
| YTD | +5.4% | +5.5% | -0.1% | -0.1% |
| 1Y | +19.5% | +7.0% | +12.5% | +11.5% |
| 3Y | +128.7% | +89.5% | +39.2% | +15.6% |
| All | +27.4% | +63.1% | -35.7% | -27.9% |
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