+115.9%
SPG vs IVZ
+44.4%
+71.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.5% |
| 7D | +2.7% | -2.8% | +5.5% | +3.8% |
| 30D | +16.6% | -2.2% | +18.7% | +17.2% |
| 3M | +8.1% | -8.1% | +16.2% | +11.6% |
| 6M | +19.3% | +3.8% | +15.6% | +14.8% |
| YTD | +31.1% | +11.5% | +19.6% | +19.8% |
| 1Y | +32.8% | +23.7% | +9.1% | +14.7% |
| 3Y | +135.8% | +145.8% | -10.0% | +35.2% |
| 5Y | +85.1% | +36.1% | +49.0% | +40.3% |
| 10Y | +115.9% | +42.4% | +73.5% | +7.4% |
| All | +115.9% | +44.4% | +71.5% | +7.4% |
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 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