+162.0%
SO vs IVZ
+60.3%
+101.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.6% |
| 7D | 0.0% | +1.2% | -1.1% | -0.2% |
| 30D | -2.5% | +1.8% | -4.3% | -2.9% |
| 3M | -4.2% | +15.7% | -19.9% | -7.1% |
| 6M | -7.7% | +36.3% | -44.0% | -13.5% |
| YTD | +3.8% | +24.9% | -21.1% | -1.5% |
| 1Y | +0.1% | +48.9% | -48.9% | -8.6% |
| 3Y | +44.2% | +136.8% | -92.6% | +15.6% |
| 5Y | +57.9% | +60.0% | -2.1% | +34.6% |
| 10Y | +162.0% | +63.4% | +98.6% | +62.4% |
| All | +162.0% | +60.3% | +101.6% | +62.4% |
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