+2.9%
SPGI vs IVZ
+30.5%
-27.6%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.2% | -0.8% | +2.2% |
| 7D | +7.2% | +2.6% | +4.6% | +6.4% |
| 30D | +23.2% | -3.5% | +26.7% | +24.2% |
| 3M | +17.0% | -7.4% | +24.4% | +19.2% |
| 6M | +20.4% | +14.7% | +5.7% | +14.7% |
| YTD | -1.9% | +14.6% | -16.5% | -4.6% |
| 1Y | +2.9% | +30.7% | -27.8% | -0.7% |
| All | +2.9% | +30.5% | -27.6% | -0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling