+1,611.2%
SGI vs IVZ
+346.9%
+1,264.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.7% |
| 7D | -10.7% | +5.1% | -15.8% | -13.0% |
| 30D | -3.6% | -1.6% | -2.0% | -3.1% |
| 3M | -5.4% | -9.1% | +3.7% | -1.1% |
| 6M | -7.0% | +1.8% | -8.8% | -8.9% |
| YTD | -31.6% | +10.8% | -42.5% | -36.2% |
| 1Y | -33.5% | +19.1% | -52.6% | -40.4% |
| 3Y | +66.5% | +144.4% | -78.0% | -2.1% |
| 5Y | +42.2% | +33.6% | +8.6% | +13.1% |
| 10Y | +320.9% | +41.7% | +279.2% | +184.1% |
| All | +1,611.2% | +346.9% | +1,264.3% | +513.1% |
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