+52.5%
SO vs IVZ
+150.9%
-98.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -0.1% | +2.2% | -2.3% | -0.1% |
| 30D | +8.7% | -2.2% | +10.8% | +8.7% |
| 3M | +3.4% | -8.4% | +11.8% | +3.3% |
| 6M | +3.7% | +6.2% | -2.5% | +3.7% |
| YTD | +10.0% | +12.4% | -2.4% | +10.0% |
| 1Y | +6.6% | +26.0% | -19.4% | +6.3% |
| 3Y | +52.5% | +147.9% | -95.4% | +39.4% |
| All | +52.5% | +150.9% | -98.4% | +39.4% |
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 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