+7.5%
SMR vs IVZ
+86.5%
-79.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -2.8% |
| 7D | +13.1% | +1.2% | +11.9% | +11.8% |
| 30D | +17.8% | +1.8% | +16.0% | +15.8% |
| 3M | +8.1% | +15.7% | -7.6% | -3.2% |
| 6M | -11.1% | +36.3% | -47.4% | -28.4% |
| YTD | -23.7% | +24.9% | -48.6% | -34.5% |
| 1Y | -69.4% | +48.9% | -118.4% | -76.4% |
| 3Y | +82.6% | +136.8% | -54.2% | +6.0% |
| All | +7.5% | +86.5% | -79.0% | -39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling