+811.4%
SPYM vs IVZ
+345.6%
+465.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -1.1% |
| 7D | +2.6% | +7.6% | -5.1% | +0.3% |
| 30D | -2.0% | +4.3% | -6.3% | -3.4% |
| 3M | -2.8% | -9.3% | +6.6% | -0.2% |
| 6M | +2.2% | +5.2% | -3.1% | -0.1% |
| YTD | +11.5% | +13.4% | -1.9% | +6.0% |
| 1Y | +13.5% | +25.4% | -11.9% | +4.5% |
| 3Y | +78.0% | +152.5% | -74.5% | +29.0% |
| 5Y | +73.1% | +36.7% | +36.4% | +47.2% |
| 10Y | +310.9% | +45.0% | +265.9% | +211.1% |
| All | +811.4% | +345.6% | +465.8% | +383.1% |
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 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