+110.6%
SPOT vs IVZ
+57.9%
+52.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | -6.9% | -2.4% | -4.5% | -5.9% |
| 30D | +4.1% | +2.5% | +1.6% | +2.9% |
| 3M | +3.7% | +17.1% | -13.4% | -4.0% |
| 6M | -1.6% | +35.1% | -36.8% | -15.4% |
| YTD | -10.2% | +24.3% | -34.5% | -20.5% |
| 1Y | -25.9% | +48.7% | -74.6% | -40.2% |
| 3Y | +235.6% | +135.6% | +100.0% | +94.9% |
| 5Y | +110.6% | +60.3% | +50.2% | +50.4% |
| All | +110.6% | +57.9% | +52.7% | +50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling