+37.3%
IVZ vs VSXY
+125.0%
-87.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +5.1% | +1.7% | +5.7% |
| 7D | +4.1% | +15.2% | -11.1% | +1.0% |
| 30D | -2.0% | +37.0% | -39.0% | -8.5% |
| 3M | -7.8% | +15.2% | -23.0% | -11.3% |
| 6M | +6.3% | +136.3% | -130.0% | -16.2% |
| YTD | +12.6% | +109.6% | -97.0% | -9.7% |
| 1Y | +27.6% | +223.7% | -196.1% | -9.0% |
| 3Y | +154.0% | +516.3% | -362.3% | +36.3% |
| 5Y | +37.3% | +125.1% | -87.9% | -1.4% |
| All | +37.3% | +125.0% | -87.7% | -1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling