+67.9%
IVZ vs SPYG
+564.9%
-496.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.3% |
| 7D | +0.6% | +0.4% | +0.3% | +0.2% |
| 30D | +4.0% | -0.4% | +4.5% | +4.6% |
| 3M | +18.2% | +0.5% | +17.6% | +17.2% |
| 6M | +32.8% | +17.5% | +15.4% | +7.1% |
| YTD | +28.7% | +14.3% | +14.4% | +7.6% |
| 1Y | +55.4% | +21.7% | +33.7% | +19.3% |
| 3Y | +135.2% | +98.6% | +36.6% | -7.8% |
| 5Y | +64.2% | +85.1% | -20.9% | -30.0% |
| 10Y | +64.6% | +412.0% | -347.4% | -83.0% |
| All | +67.9% | +564.9% | -496.9% | -91.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling