-53.7%
SMR vs IVZ
+68.1%
-121.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.6% | -4.9% | -4.5% |
| 7D | -8.3% | +6.8% | -15.1% | -12.5% |
| 30D | -20.1% | +3.5% | -23.6% | -21.8% |
| 3M | -52.7% | -10.0% | -42.7% | -48.9% |
| 6M | -61.0% | +4.5% | -65.5% | -62.2% |
| YTD | -67.1% | +12.6% | -79.7% | -69.5% |
| 1Y | -79.9% | +24.4% | -104.3% | -82.5% |
| 3Y | +101.7% | +150.6% | -48.9% | +19.8% |
| All | -53.7% | +68.1% | -121.7% | -71.6% |
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