+363.5%
SE vs IVZ
+18.0%
+345.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.2% | +0.1% |
| 7D | -0.5% | +7.6% | -8.1% | -3.8% |
| 30D | -20.9% | +4.3% | -25.3% | -22.5% |
| 3M | -38.9% | -9.3% | -29.5% | -36.4% |
| 6M | -19.4% | +5.2% | -24.7% | -22.3% |
| YTD | -40.9% | +13.4% | -54.4% | -45.4% |
| 1Y | -46.2% | +25.4% | -71.6% | -52.7% |
| 3Y | +63.7% | +152.5% | -88.8% | -1.9% |
| 5Y | -77.9% | +36.7% | -114.6% | -82.4% |
| All | +363.5% | +18.0% | +345.4% | +274.6% |
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