-14.4%
SMR vs IVZ
+87.6%
-102.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.1% | -16.8% | -16.5% |
| 7D | -11.2% | -2.4% | -8.8% | -10.0% |
| 30D | -10.2% | +3.0% | -13.2% | -12.5% |
| 3M | -10.0% | +14.9% | -24.9% | -19.2% |
| 6M | -30.5% | +36.7% | -67.2% | -44.2% |
| YTD | -39.2% | +25.7% | -64.9% | -48.1% |
| 1Y | -75.5% | +47.7% | -123.2% | -81.0% |
| 3Y | +45.4% | +138.8% | -93.4% | -16.1% |
| All | -14.4% | +87.6% | -102.0% | -51.7% |
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