+101.7%
SMR vs IVZ
+150.4%
-48.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.6% | -4.9% | -4.8% |
| 7D | -8.3% | +6.8% | -15.1% | -13.8% |
| 30D | -20.1% | +3.5% | -23.6% | -22.5% |
| 3M | -52.7% | -10.0% | -42.7% | -47.8% |
| 6M | -61.0% | +4.5% | -65.5% | -62.9% |
| YTD | -67.1% | +12.6% | -79.7% | -70.7% |
| 1Y | -79.9% | +24.4% | -104.3% | -83.6% |
| 3Y | +101.7% | +150.6% | -48.9% | -24.5% |
| All | +101.7% | +150.4% | -48.7% | -24.5% |
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