+152.5%
IVZ vs VSXY
+455.0%
-302.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +2.1% |
| 7D | +7.6% | -1.7% | +9.3% | +7.9% |
| 30D | +4.3% | +20.1% | -15.8% | +1.2% |
| 3M | -9.3% | +16.6% | -25.9% | -12.1% |
| 6M | +5.2% | +134.9% | -129.7% | -13.0% |
| YTD | +13.4% | +96.0% | -82.5% | -3.4% |
| 1Y | +25.4% | +203.8% | -178.4% | -3.5% |
| 3Y | +152.5% | +465.3% | -312.8% | +63.7% |
| All | +152.5% | +455.0% | -302.5% | +63.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling