+264.0%
SPOT vs IVZ
+58.1%
+205.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.3% | -3.5% |
| 7D | -0.9% | +0.6% | -1.6% | -1.2% |
| 30D | +12.5% | +4.0% | +8.5% | +11.1% |
| 3M | +9.9% | +18.2% | -8.3% | +3.8% |
| 6M | +1.6% | +32.8% | -31.3% | -8.0% |
| YTD | -6.6% | +28.7% | -35.3% | -14.9% |
| 1Y | -22.9% | +55.4% | -78.3% | -34.1% |
| 3Y | +244.3% | +135.2% | +109.1% | +148.5% |
| 5Y | +117.8% | +64.2% | +53.6% | +71.9% |
| All | +264.0% | +58.1% | +205.9% | +141.9% |
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