+996.5%
BA vs IVZ
+1,117.8%
-121.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.4% |
| 7D | +1.2% | +0.6% | +0.5% | +0.9% |
| 30D | -11.6% | +4.0% | -15.6% | -12.9% |
| 3M | -2.4% | +18.2% | -20.6% | -8.2% |
| 6M | -6.6% | +32.8% | -39.4% | -15.8% |
| YTD | -2.2% | +28.7% | -31.0% | -11.3% |
| 1Y | -8.0% | +55.4% | -63.4% | -22.1% |
| 3Y | -5.0% | +135.2% | -140.2% | -32.0% |
| 5Y | -2.7% | +64.2% | -66.9% | -22.3% |
| 10Y | +75.9% | +64.6% | +11.3% | +32.8% |
| All | +996.5% | +1,117.8% | -121.3% | +391.0% |
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