+795.7%
BA vs IVZ
+963.1%
-167.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | 0.0% | +2.2% | -2.1% | -0.9% |
| 30D | -8.9% | -2.2% | -6.8% | -8.5% |
| 3M | -25.5% | -8.4% | -17.1% | -23.5% |
| 6M | -27.0% | +6.2% | -33.1% | -28.8% |
| YTD | -20.1% | +12.4% | -32.5% | -24.2% |
| 1Y | -11.0% | +26.0% | -37.0% | -19.1% |
| 3Y | -11.8% | +147.9% | -159.7% | -38.0% |
| 5Y | -20.6% | +38.8% | -59.4% | -32.8% |
| 10Y | +26.6% | +44.6% | -18.0% | -0.1% |
| All | +795.7% | +963.1% | -167.4% | +319.3% |
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