+1,872.3%
SGI vs IVZ
+419.1%
+1,453.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | -0.1% |
| 7D | +8.5% | +0.6% | +7.9% | +8.1% |
| 30D | +0.7% | +4.0% | -3.3% | -1.5% |
| 3M | +0.6% | +18.2% | -17.6% | -8.5% |
| 6M | -17.9% | +32.8% | -50.8% | -29.8% |
| YTD | -21.2% | +28.7% | -49.9% | -31.7% |
| 1Y | -18.9% | +55.4% | -74.2% | -36.7% |
| 3Y | +52.6% | +135.2% | -82.6% | -8.1% |
| 5Y | +60.7% | +64.2% | -3.5% | +14.2% |
| 10Y | +278.1% | +64.6% | +213.5% | +136.3% |
| All | +1,872.3% | +419.1% | +1,453.2% | +556.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling