+48.9%
IVZ vs VSXY
+198.1%
-149.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | -0.5% |
| 7D | +1.2% | -10.7% | +11.9% | +2.0% |
| 30D | +1.8% | -24.3% | +26.0% | +4.2% |
| 3M | +15.7% | +1.0% | +14.7% | +14.9% |
| 6M | +36.3% | +57.4% | -21.0% | +24.4% |
| YTD | +24.9% | +39.8% | -14.8% | +16.9% |
| 1Y | +48.9% | +196.5% | -147.5% | +18.9% |
| All | +48.9% | +198.1% | -149.2% | +18.9% |
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