-61.0%
SMR vs IVZ
+3.7%
-64.7%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.6% | -4.9% | -4.7% |
| 7D | -8.3% | +6.8% | -15.1% | -13.3% |
| 30D | -20.1% | +3.5% | -23.6% | -21.8% |
| 3M | -52.7% | -10.0% | -42.7% | -49.0% |
| 6M | -61.0% | +4.5% | -65.5% | -63.8% |
| All | -61.0% | +3.7% | -64.7% | -63.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling