+823.3%
SPYM vs IVZ
+394.6%
+428.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.7% | +0.1% |
| 7D | +0.6% | +1.1% | -0.5% | +0.2% |
| 30D | -0.9% | +3.1% | -4.0% | -1.9% |
| 3M | +3.9% | +18.2% | -14.3% | -1.5% |
| 6M | +14.5% | +38.6% | -24.1% | +3.1% |
| YTD | +13.0% | +25.9% | -12.9% | +4.3% |
| 1Y | +19.4% | +51.7% | -32.2% | +3.9% |
| 3Y | +78.9% | +138.7% | -59.8% | +31.9% |
| 5Y | +82.3% | +62.8% | +19.5% | +47.0% |
| 10Y | +314.7% | +60.9% | +253.8% | +204.7% |
| All | +823.3% | +394.6% | +428.7% | +375.4% |
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 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