+30.7%
IVZ vs VSXY
+210.1%
-179.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +8.4% | -4.2% | +3.5% |
| 7D | +2.6% | +14.2% | -11.6% | +1.5% |
| 30D | -3.5% | +21.9% | -25.3% | -5.1% |
| 3M | -7.4% | +22.1% | -29.5% | -9.1% |
| 6M | +14.7% | +116.7% | -102.0% | +3.9% |
| YTD | +14.6% | +101.1% | -86.5% | +5.1% |
| 1Y | +30.7% | +208.0% | -177.3% | +8.8% |
| All | +30.7% | +210.1% | -179.4% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 1y: compounded portfolio wealth divided by compounded VSXY 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…
1y analysis · Full analysis span regression · 6 months rolling