+49.0%
IVZ vs SUI
+115.7%
-66.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.8% |
| 7D | -2.4% | +6.2% | -8.7% | -5.7% |
| 30D | -11.2% | +8.6% | -19.8% | -15.5% |
| 3M | -14.0% | +1.0% | -15.0% | -15.0% |
| 6M | +0.5% | -2.6% | +3.1% | +0.5% |
| YTD | +5.4% | -0.1% | +5.6% | +3.8% |
| 1Y | +19.5% | +0.5% | +19.0% | +17.1% |
| 3Y | +128.7% | +15.3% | +113.5% | +100.9% |
| 5Y | +28.8% | -26.1% | +54.9% | +45.7% |
| All | +49.0% | +115.7% | -66.8% | +35.4% |
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