+57.1%
SO vs IVZ
+67.1%
-9.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.8% |
| 7D | -0.2% | +0.6% | -0.8% | -0.2% |
| 30D | -4.6% | +4.0% | -8.6% | -4.9% |
| 3M | -3.0% | +18.2% | -21.2% | -4.4% |
| 6M | -8.3% | +32.8% | -41.1% | -10.6% |
| YTD | +3.5% | +28.7% | -25.2% | +1.0% |
| 1Y | -0.9% | +55.4% | -56.3% | -5.4% |
| 3Y | +45.4% | +135.2% | -89.9% | +29.1% |
| All | +57.1% | +67.1% | -9.9% | +39.7% |
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 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