-46.2%
SE vs IVZ
+22.9%
-69.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.2% | +0.4% |
| 7D | -0.5% | +7.6% | -8.1% | -2.8% |
| 30D | -20.9% | +4.3% | -25.3% | -21.9% |
| 3M | -38.9% | -9.3% | -29.5% | -37.4% |
| 6M | -19.4% | +5.2% | -24.7% | -21.9% |
| YTD | -40.9% | +13.4% | -54.4% | -45.1% |
| 1Y | -46.2% | +25.4% | -71.6% | -50.0% |
| All | -46.2% | +22.9% | -69.1% | -50.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling