-3.6%
SMR vs IVZ
+92.2%
-95.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -1.3% |
| 7D | +4.4% | +0.6% | +3.8% | +3.9% |
| 30D | +3.4% | +4.0% | -0.6% | +0.3% |
| 3M | -19.2% | +18.2% | -37.3% | -28.4% |
| 6M | -22.6% | +32.8% | -55.5% | -36.5% |
| YTD | -31.5% | +28.7% | -60.3% | -42.4% |
| 1Y | -73.1% | +55.4% | -128.5% | -79.8% |
| 3Y | +55.0% | +135.2% | -80.3% | -10.8% |
| All | -3.6% | +92.2% | -95.8% | -46.3% |
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