+7,426.3%
SU vs IVZ
+1,081.7%
+6,344.6%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.4% | +1.9% |
| 7D | +1.6% | +1.2% | +0.4% | +1.2% |
| 30D | +10.7% | +1.8% | +9.0% | +10.0% |
| 3M | +13.5% | +15.7% | -2.2% | +7.8% |
| 6M | +21.8% | +36.3% | -14.5% | +9.3% |
| YTD | +58.8% | +24.9% | +33.9% | +45.4% |
| 1Y | +72.0% | +48.9% | +23.1% | +48.6% |
| 3Y | +121.7% | +136.8% | -15.1% | +60.8% |
| 5Y | +350.4% | +60.0% | +290.4% | +258.8% |
| 10Y | +264.7% | +63.4% | +201.3% | +170.9% |
| All | +7,426.3% | +1,081.7% | +6,344.6% | +3,867.9% |
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