+49.0%
IVZ vs SUI
+118.9%
-69.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.7% | -8.7% | -8.4% |
| 7D | -6.7% | +8.8% | -15.5% | -10.9% |
| 30D | -10.9% | +8.9% | -19.8% | -15.3% |
| 3M | -14.8% | +2.0% | -16.9% | -16.3% |
| 6M | +2.4% | -0.6% | +3.0% | +1.4% |
| YTD | +5.4% | +1.3% | +4.1% | +3.0% |
| 1Y | +19.6% | +1.3% | +18.3% | +16.8% |
| 3Y | +122.4% | +16.3% | +106.2% | +94.6% |
| 5Y | +28.8% | -25.1% | +53.8% | +44.6% |
| All | +49.0% | +118.9% | -69.9% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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