+67.2%
SGI vs IVZ
+152.3%
-85.1%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.1% | -0.9% |
| 7D | -5.3% | +7.6% | -12.9% | -8.6% |
| 30D | -2.1% | +4.3% | -6.4% | -4.3% |
| 3M | -8.2% | -9.3% | +1.2% | -4.3% |
| 6M | -4.6% | +5.2% | -9.8% | -7.7% |
| YTD | -31.5% | +13.4% | -44.9% | -36.4% |
| 1Y | -30.8% | +25.4% | -56.2% | -38.8% |
| 3Y | +67.2% | +152.5% | -85.3% | -17.0% |
| All | +67.2% | +152.3% | -85.1% | -17.0% |
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 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