+296.4%
SPGI vs IVZ
+60.3%
+236.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.3% |
| 7D | -3.1% | +1.2% | -4.3% | -3.4% |
| 30D | +2.0% | +1.8% | +0.3% | +1.4% |
| 3M | +4.3% | +15.7% | -11.4% | -0.7% |
| 6M | -0.2% | +36.3% | -36.6% | -10.1% |
| YTD | -14.8% | +24.9% | -39.7% | -21.2% |
| 1Y | -18.5% | +48.9% | -67.5% | -29.1% |
| 3Y | +16.0% | +136.8% | -120.9% | -15.7% |
| 5Y | +2.2% | +60.0% | -57.8% | -18.6% |
| 10Y | +296.4% | +63.4% | +233.1% | +194.1% |
| All | +296.4% | +60.3% | +236.1% | +194.1% |
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