+319.5%
SN vs IVZ
+129.2%
+190.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.6% |
| 7D | -9.3% | +0.6% | -10.0% | -9.6% |
| 30D | -4.8% | +4.0% | -8.8% | -6.8% |
| 3M | +40.4% | +18.2% | +22.2% | +27.3% |
| 6M | +50.9% | +32.8% | +18.1% | +27.8% |
| YTD | +54.9% | +28.7% | +26.2% | +32.4% |
| 1Y | +43.0% | +55.4% | -12.3% | +9.5% |
| 3Y | +391.8% | +135.2% | +256.6% | +179.2% |
| All | +319.5% | +129.2% | +190.3% | +134.2% |
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