+8,741.9%
SPGI vs IVZ
+963.1%
+7,778.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +1.6% | +2.2% | -0.6% | +0.8% |
| 30D | +16.1% | -2.2% | +18.2% | +16.5% |
| 3M | +15.5% | -8.4% | +23.9% | +18.1% |
| 6M | +19.6% | +6.2% | +13.5% | +16.6% |
| YTD | -3.6% | +12.4% | -16.0% | -8.1% |
| 1Y | +2.2% | +26.0% | -23.8% | -6.0% |
| 3Y | +30.1% | +147.9% | -117.7% | -5.2% |
| 5Y | +14.9% | +38.8% | -23.8% | -2.6% |
| 10Y | +334.0% | +44.6% | +289.4% | +229.6% |
| All | +8,741.9% | +963.1% | +7,778.7% | +3,995.2% |
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