+78.7%
SO vs IVZ
+36.0%
+42.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.1% | +1.0% |
| 7D | +1.4% | +7.6% | -6.3% | +0.8% |
| 30D | +4.7% | +4.3% | +0.4% | +4.3% |
| 3M | +1.7% | -9.3% | +11.0% | +2.4% |
| 6M | +2.2% | +5.2% | -3.1% | +1.4% |
| YTD | +10.0% | +13.4% | -3.5% | +8.1% |
| 1Y | +6.0% | +25.4% | -19.3% | +3.1% |
| 3Y | +54.1% | +152.5% | -98.4% | +32.5% |
| All | +78.7% | +36.0% | +42.8% | +67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling