+45.3%
SO vs IVZ
+140.4%
-95.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.0% |
| 7D | +1.0% | +1.1% | -0.1% | +1.0% |
| 30D | -3.2% | +3.1% | -6.3% | -3.2% |
| 3M | -1.7% | +18.2% | -19.9% | -1.9% |
| 6M | -7.2% | +38.6% | -45.8% | -7.7% |
| YTD | +4.6% | +25.9% | -21.3% | +4.2% |
| 1Y | +1.2% | +51.7% | -50.5% | 0.0% |
| 3Y | +45.3% | +138.7% | -93.4% | +29.7% |
| All | +45.3% | +140.4% | -95.1% | +29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling