+730.4%
SW vs IVZ
+90.2%
+640.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -8.0% | +6.5% | -0.4% |
| 7D | +4.7% | -6.7% | +11.3% | +5.6% |
| 30D | +5.0% | -10.9% | +15.9% | +6.7% |
| 3M | -7.3% | -14.8% | +7.5% | -5.3% |
| 6M | +15.0% | +2.4% | +12.6% | +14.5% |
| YTD | +18.5% | +5.4% | +13.1% | +17.5% |
| 1Y | +27.1% | +19.6% | +7.6% | +23.8% |
| 3Y | +49.3% | +122.4% | -73.1% | +34.1% |
| 5Y | -1.6% | +28.8% | -30.4% | -7.7% |
| 10Y | +185.4% | +52.3% | +133.1% | +154.0% |
| All | +730.4% | +90.2% | +640.2% | +665.0% |
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