+1,863.5%
SGI vs IVZ
+407.6%
+1,455.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.7% |
| 7D | +9.3% | +1.1% | +8.2% | +8.6% |
| 30D | +6.9% | +3.1% | +3.8% | +5.1% |
| 3M | +2.8% | +18.2% | -15.3% | -6.5% |
| 6M | -12.6% | +38.6% | -51.2% | -26.9% |
| YTD | -21.5% | +25.9% | -47.4% | -31.2% |
| 1Y | -18.8% | +51.7% | -70.4% | -35.8% |
| 3Y | +60.8% | +138.7% | -77.8% | -3.9% |
| 5Y | +60.0% | +62.8% | -2.8% | +14.2% |
| 10Y | +267.8% | +60.9% | +206.9% | +132.6% |
| All | +1,863.5% | +407.6% | +1,455.9% | +560.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling