-63.2%
SPCH vs IVZ
+0.1%
-63.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +4.2% | -11.7% | -10.2% |
| 7D | -13.4% | +2.6% | -16.1% | -14.6% |
| 30D | -39.6% | -3.5% | -36.2% | -38.2% |
| 3M | -1.4% | -7.4% | +6.0% | +3.1% |
| All | -63.2% | +0.1% | -63.3% | -62.8% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling