+2,435.9%
SAP vs IVZ
+971.1%
+1,464.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | +1.5% | +2.2% | -0.7% | +0.5% |
| 30D | +8.8% | -2.2% | +11.0% | +9.2% |
| 3M | +12.1% | -8.4% | +20.5% | +15.0% |
| 6M | +34.6% | +6.2% | +28.4% | +29.7% |
| YTD | -2.1% | +12.4% | -14.5% | -8.3% |
| 1Y | -5.5% | +26.0% | -31.5% | -15.3% |
| 3Y | +67.4% | +147.9% | -80.4% | +12.2% |
| 5Y | +74.6% | +38.8% | +35.8% | +41.1% |
| 10Y | +224.0% | +44.6% | +179.5% | +126.3% |
| All | +2,435.9% | +971.1% | +1,464.8% | +597.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling