+1,104.4%
IVZ vs SUI
+2,890.4%
-1,786.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.3% |
| 7D | +0.6% | -2.8% | +3.5% | +2.5% |
| 30D | +4.0% | -1.2% | +5.2% | +4.6% |
| 3M | +18.2% | -1.7% | +19.9% | +18.4% |
| 6M | +32.8% | -10.5% | +43.3% | +41.2% |
| YTD | +28.7% | -1.8% | +30.6% | +28.6% |
| 1Y | +55.4% | -4.1% | +59.5% | +56.9% |
| 3Y | +135.2% | +11.3% | +124.0% | +109.2% |
| 5Y | +64.2% | -32.1% | +96.3% | +98.5% |
| 10Y | +64.6% | +110.4% | -45.8% | -11.1% |
| All | +1,104.4% | +2,890.4% | -1,786.0% | +41.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling