+222.9%
SAP vs IVZ
+55.7%
+167.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.8% | -5.1% | -0.2% |
| 7D | +1.6% | +4.1% | -2.5% | +0.3% |
| 30D | +10.5% | -2.0% | +12.6% | +10.8% |
| 3M | +15.2% | -7.8% | +23.0% | +17.4% |
| 6M | +36.7% | +6.3% | +30.4% | +32.8% |
| YTD | -0.6% | +12.6% | -13.1% | -5.6% |
| 1Y | -4.1% | +27.6% | -31.8% | -12.4% |
| 3Y | +73.2% | +154.0% | -80.8% | +24.0% |
| 5Y | +74.1% | +37.3% | +36.8% | +46.2% |
| 10Y | +222.9% | +50.5% | +172.4% | +141.2% |
| All | +222.9% | +55.7% | +167.3% | +141.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 10y: compounded portfolio wealth divided by compounded IVZ 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…
10y analysis · Full analysis span regression · 6 months rolling