+4,273.7%
SPG vs IVZ
+1,117.8%
+3,155.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.4% |
| 7D | -2.4% | +0.6% | -3.0% | -2.7% |
| 30D | -6.8% | +4.0% | -10.8% | -8.4% |
| 3M | +2.7% | +18.2% | -15.5% | -4.8% |
| 6M | +5.5% | +32.8% | -27.4% | -7.1% |
| YTD | +15.7% | +28.7% | -13.0% | +2.5% |
| 1Y | +20.9% | +55.4% | -34.5% | -1.2% |
| 3Y | +112.4% | +135.2% | -22.8% | +42.5% |
| 5Y | +101.4% | +64.2% | +37.2% | +51.8% |
| 10Y | +60.6% | +64.6% | -4.0% | +12.2% |
| All | +4,273.7% | +1,117.8% | +3,155.9% | +1,810.7% |
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