+489.2%
SPCX vs IVZ
+105.4%
+383.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -2.9% | -12.1% |
| 7D | +3.6% | +7.6% | -4.0% | -32.2% |
| 30D | -8.6% | +4.3% | -12.9% | -40.5% |
| 3M | -1.5% | -9.3% | +7.8% | +16.4% |
| 6M | +532.9% | +29.2% | +503.7% | +108.9% |
| YTD | +538.6% | +13.4% | +525.1% | +110.6% |
| 1Y | +442.9% | +25.4% | +417.5% | +79.4% |
| All | +489.2% | +105.4% | +383.8% | +92.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling