-34.4%
BAX vs IVZ
+44.4%
-78.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | -0.6% | -2.8% | +2.1% | 0.0% |
| 30D | +6.3% | -2.2% | +8.4% | +6.8% |
| 3M | -4.6% | -8.1% | +3.5% | -2.8% |
| 6M | +50.4% | +3.8% | +46.6% | +48.1% |
| YTD | +38.0% | +11.5% | +26.6% | +33.1% |
| 1Y | +44.6% | +23.7% | +20.9% | +35.8% |
| 3Y | -15.1% | +145.8% | -160.9% | -33.7% |
| 5Y | -63.3% | +36.1% | -99.4% | -68.0% |
| 10Y | -34.4% | +42.4% | -76.8% | -46.8% |
| All | -34.4% | +44.4% | -78.8% | -46.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling