+252.8%
SPOT vs IVZ
+54.4%
+198.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.4% |
| 7D | -3.1% | -2.4% | -0.7% | -2.4% |
| 30D | +7.4% | +3.0% | +4.4% | +6.3% |
| 3M | +8.2% | +14.9% | -6.7% | +3.1% |
| 6M | +2.2% | +36.7% | -34.5% | -8.1% |
| YTD | -9.5% | +25.7% | -35.1% | -16.9% |
| 1Y | -23.8% | +47.7% | -71.5% | -33.8% |
| 3Y | +233.5% | +138.8% | +94.6% | +139.3% |
| 5Y | +112.2% | +62.1% | +50.1% | +68.3% |
| All | +252.8% | +54.4% | +198.5% | +136.1% |
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