+147.8%
SW vs IVZ
+64.6%
+83.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.0% |
| 7D | -5.1% | +0.6% | -5.7% | -5.2% |
| 30D | -4.6% | +4.0% | -8.6% | -5.5% |
| 3M | +9.4% | +18.2% | -8.8% | +5.1% |
| 6M | +3.5% | +32.8% | -29.3% | -3.2% |
| YTD | +22.0% | +28.7% | -6.7% | +14.8% |
| 1Y | +2.2% | +55.4% | -53.2% | -7.8% |
| 3Y | +19.6% | +135.2% | -115.6% | -2.1% |
| 5Y | -2.3% | +64.2% | -66.5% | -17.6% |
| All | +147.8% | +64.6% | +83.2% | +102.5% |
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