+259.2%
SGI vs IVZ
+64.1%
+195.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.9% |
| 7D | -4.9% | -2.4% | -2.5% | -3.8% |
| 30D | +1.6% | +2.5% | -0.9% | +0.3% |
| 3M | -3.2% | +17.1% | -20.2% | -11.1% |
| 6M | -16.0% | +35.1% | -51.2% | -28.2% |
| YTD | -25.4% | +24.3% | -49.7% | -33.8% |
| 1Y | -21.6% | +48.7% | -70.2% | -36.6% |
| 3Y | +52.9% | +135.6% | -82.8% | -5.8% |
| 5Y | +47.5% | +60.3% | -12.8% | +7.1% |
| All | +259.2% | +64.1% | +195.1% | +109.2% |
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