+316.9%
SPYM vs IVZ
+65.9%
+251.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.2% |
| 7D | -1.0% | -2.4% | +1.3% | -0.3% |
| 30D | -1.3% | +3.0% | -4.4% | -2.3% |
| 3M | +3.6% | +14.9% | -11.3% | -1.3% |
| 6M | +13.3% | +36.7% | -23.4% | +1.7% |
| YTD | +12.4% | +25.7% | -13.2% | +3.2% |
| 1Y | +17.3% | +47.7% | -30.4% | +1.9% |
| 3Y | +76.8% | +138.8% | -62.1% | +27.0% |
| 5Y | +83.6% | +62.1% | +21.5% | +45.2% |
| All | +316.9% | +65.9% | +251.0% | +197.8% |
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