+304.8%
SGI vs IVZ
+43.7%
+261.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.1% | -0.9% |
| 7D | -5.3% | +7.6% | -12.9% | -8.8% |
| 30D | -2.1% | +4.3% | -6.4% | -4.4% |
| 3M | -8.2% | -9.3% | +1.2% | -4.1% |
| 6M | -4.6% | +5.2% | -9.8% | -7.9% |
| YTD | -31.5% | +13.4% | -44.9% | -36.6% |
| 1Y | -30.8% | +25.4% | -56.2% | -39.2% |
| 3Y | +67.2% | +152.5% | -85.3% | -0.8% |
| 5Y | +42.5% | +36.7% | +5.8% | +12.1% |
| All | +304.8% | +43.7% | +261.1% | +146.1% |
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