+448.1%
SN vs IVZ
+100.1%
+348.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.2% |
| 7D | +7.6% | +2.2% | +5.4% | +6.1% |
| 30D | +22.4% | -2.2% | +24.6% | +23.4% |
| 3M | +21.7% | -8.4% | +30.1% | +26.6% |
| 6M | +102.8% | +6.2% | +96.7% | +93.1% |
| YTD | +102.4% | +12.4% | +90.0% | +84.6% |
| 1Y | +139.0% | +26.0% | +113.0% | +104.0% |
| 3Y | +440.4% | +147.9% | +292.5% | +228.6% |
| All | +448.1% | +100.1% | +348.0% | +226.6% |
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 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