+40.1%
IVZ vs VSXY
+106.4%
-66.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +5.1% | +1.7% | +5.7% |
| 7D | +4.1% | +15.2% | -11.1% | +1.2% |
| 30D | -2.0% | +37.0% | -39.0% | -8.1% |
| 3M | -7.8% | +15.2% | -23.0% | -11.0% |
| 6M | +6.3% | +136.3% | -130.0% | -14.8% |
| YTD | +12.6% | +109.6% | -97.0% | -8.2% |
| 1Y | +27.6% | +223.7% | -196.1% | -6.6% |
| 3Y | +154.0% | +516.3% | -362.3% | +45.4% |
| 5Y | +37.3% | +125.1% | -87.9% | -2.5% |
| All | +40.1% | +106.4% | -66.3% | -0.1% |
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