+795.8%
BA vs IVZ
+897.2%
-101.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +1.1% | -2.4% | +3.5% | +1.8% |
| 30D | -7.9% | -11.2% | +3.3% | -4.2% |
| 3M | -25.3% | -14.0% | -11.3% | -21.5% |
| 6M | -24.6% | +0.5% | -25.0% | -25.0% |
| YTD | -20.1% | +5.4% | -25.6% | -22.4% |
| 1Y | -11.8% | +19.5% | -31.2% | -18.2% |
| 3Y | -10.1% | +128.7% | -138.8% | -35.0% |
| 5Y | -22.7% | +28.8% | -51.5% | -32.8% |
| 10Y | +35.1% | +52.3% | -17.2% | +5.6% |
| All | +795.8% | +897.2% | -101.4% | +329.2% |
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