+4,818.1%
SPG vs IVZ
+964.6%
+3,853.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.8% | -4.7% | -0.6% |
| 7D | +5.1% | +4.1% | +1.0% | +3.2% |
| 30D | +16.8% | -2.0% | +18.9% | +17.3% |
| 3M | +5.7% | -7.8% | +13.5% | +8.4% |
| 6M | +17.8% | +6.3% | +11.5% | +13.2% |
| YTD | +30.1% | +12.6% | +17.6% | +20.8% |
| 1Y | +32.8% | +27.6% | +5.2% | +17.0% |
| 3Y | +137.2% | +154.0% | -16.8% | +53.6% |
| 5Y | +81.5% | +37.3% | +44.2% | +46.8% |
| 10Y | +116.5% | +50.5% | +66.0% | +56.4% |
| All | +4,818.1% | +964.6% | +3,853.5% | +2,153.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling