-2.6%
SW vs IVZ
+27.3%
-29.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +2.3% | -2.4% | +4.8% | +3.2% |
| 30D | +6.8% | -11.2% | +18.0% | +11.7% |
| 3M | -5.2% | -14.0% | +8.8% | +0.3% |
| 6M | +7.4% | +0.5% | +7.0% | +6.4% |
| YTD | +17.4% | +5.4% | +12.0% | +13.5% |
| 1Y | +27.1% | +19.5% | +7.6% | +16.7% |
| 3Y | +47.9% | +128.7% | -80.8% | +2.4% |
| All | -2.6% | +27.3% | -29.9% | -28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling