+60.8%
SGI vs IVZ
+140.4%
-79.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.6% |
| 7D | +9.3% | +1.1% | +8.2% | +8.7% |
| 30D | +6.9% | +3.1% | +3.8% | +5.2% |
| 3M | +2.8% | +18.2% | -15.3% | -5.7% |
| 6M | -12.6% | +38.6% | -51.2% | -25.8% |
| YTD | -21.5% | +25.9% | -47.4% | -30.5% |
| 1Y | -18.8% | +51.7% | -70.4% | -34.4% |
| 3Y | +60.8% | +138.7% | -77.8% | +0.3% |
| All | +60.8% | +140.4% | -79.5% | +0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling