+183.3%
SW vs IVZ
+55.7%
+127.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.8% | -6.5% | -1.4% |
| 7D | +1.8% | +4.1% | -2.3% | +0.7% |
| 30D | +7.0% | -2.0% | +9.1% | +7.3% |
| 3M | -7.6% | -7.8% | +0.2% | -6.1% |
| 6M | +8.5% | +6.3% | +2.2% | +6.7% |
| YTD | +17.7% | +12.6% | +5.1% | +13.9% |
| 1Y | +27.1% | +27.6% | -0.6% | +19.6% |
| 3Y | +48.2% | +154.0% | -105.8% | +20.4% |
| 5Y | -2.3% | +37.3% | -39.6% | -14.7% |
| 10Y | +183.3% | +50.5% | +132.8% | +138.1% |
| All | +183.3% | +55.7% | +127.7% | +138.1% |
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 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