+309.7%
SN vs IVZ
+122.4%
+187.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.6% | -2.9% |
| 7D | -3.4% | +1.2% | -4.6% | -4.1% |
| 30D | -9.1% | +1.8% | -10.8% | -9.9% |
| 3M | +31.8% | +15.7% | +16.0% | +20.7% |
| 6M | +52.0% | +36.3% | +15.7% | +26.8% |
| YTD | +51.3% | +24.9% | +26.4% | +31.3% |
| 1Y | +46.9% | +48.9% | -2.1% | +15.0% |
| 3Y | +394.9% | +136.8% | +258.1% | +188.0% |
| All | +309.7% | +122.4% | +187.2% | +132.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling