+62.0%
SPG vs IVZ
+64.1%
-2.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | -2.2% | -2.4% | +0.2% | -1.1% |
| 30D | -5.8% | +2.5% | -8.3% | -7.0% |
| 3M | -2.8% | +17.1% | -19.9% | -10.9% |
| 6M | +8.9% | +35.1% | -26.3% | -7.8% |
| YTD | +14.3% | +24.3% | -10.0% | -0.1% |
| 1Y | +19.5% | +48.7% | -29.2% | -5.3% |
| 3Y | +106.9% | +135.6% | -28.8% | +23.1% |
| 5Y | +108.7% | +60.3% | +48.4% | +45.8% |
| All | +62.0% | +64.1% | -2.1% | -22.0% |
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