+8,184.0%
SPGI vs IVZ
+1,117.8%
+7,066.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.9% |
| 7D | +0.1% | +0.6% | -0.5% | -0.1% |
| 30D | +8.4% | +4.0% | +4.4% | +7.1% |
| 3M | +11.8% | +18.2% | -6.3% | +6.0% |
| 6M | +5.7% | +32.8% | -27.1% | -3.7% |
| YTD | -9.7% | +28.7% | -38.4% | -17.0% |
| 1Y | -12.5% | +55.4% | -67.8% | -24.3% |
| 3Y | +21.8% | +135.2% | -113.4% | -9.6% |
| 5Y | +8.2% | +64.2% | -56.0% | -12.9% |
| 10Y | +309.5% | +64.6% | +244.9% | +199.8% |
| All | +8,184.0% | +1,117.8% | +7,066.1% | +3,596.5% |
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