-22.4%
BA vs IVZ
+35.0%
-57.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.2% | -1.5% |
| 7D | -0.6% | +5.1% | -5.7% | -3.0% |
| 30D | -8.0% | -1.6% | -6.5% | -7.7% |
| 3M | -25.8% | -9.1% | -16.7% | -22.8% |
| 6M | -27.6% | +1.8% | -29.4% | -28.8% |
| YTD | -21.0% | +10.8% | -31.8% | -26.2% |
| 1Y | -12.3% | +19.1% | -31.4% | -21.3% |
| 3Y | -12.8% | +144.4% | -157.2% | -49.2% |
| 5Y | -22.4% | +33.6% | -55.9% | -32.0% |
| All | -22.4% | +35.0% | -57.4% | -32.0% |
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 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