+60.3%
IVZ vs VSXY
+37.4%
+22.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | +0.6% |
| 7D | +0.6% | -14.0% | +14.6% | +3.4% |
| 30D | +4.0% | -15.9% | +19.9% | +7.1% |
| 3M | +18.2% | +3.4% | +14.8% | +16.2% |
| 6M | +32.8% | +25.9% | +6.9% | +21.2% |
| YTD | +28.7% | +39.5% | -10.7% | +14.2% |
| 1Y | +55.4% | +194.4% | -139.0% | +14.3% |
| 3Y | +135.2% | +281.4% | -146.2% | +47.9% |
| 5Y | +64.2% | +12.8% | +51.4% | +27.0% |
| All | +60.3% | +37.4% | +22.9% | +24.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling