+2,233.8%
SAP vs IVZ
+1,126.9%
+1,106.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.3% |
| 7D | -2.9% | +0.6% | -3.5% | -3.1% |
| 30D | +9.0% | +4.0% | +5.0% | +7.4% |
| 3M | +14.9% | +18.2% | -3.2% | +7.4% |
| 6M | +11.9% | +32.8% | -20.9% | -0.4% |
| YTD | -9.9% | +28.7% | -38.7% | -19.2% |
| 1Y | -19.5% | +55.4% | -74.9% | -32.8% |
| 3Y | +61.8% | +135.2% | -73.4% | +11.1% |
| 5Y | +56.2% | +64.2% | -8.0% | +18.9% |
| 10Y | +180.6% | +64.6% | +116.0% | +87.6% |
| All | +2,233.8% | +1,126.9% | +1,106.8% | +514.3% |
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