-33.1%
BAX vs IVZ
+43.7%
-76.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | -0.3% |
| 7D | +0.1% | +7.6% | -7.5% | -1.8% |
| 30D | +4.1% | +4.3% | -0.3% | +2.9% |
| 3M | -4.5% | -9.3% | +4.8% | -2.4% |
| 6M | +49.2% | +5.2% | +44.0% | +46.4% |
| YTD | +35.2% | +13.4% | +21.8% | +29.8% |
| 1Y | +38.3% | +25.4% | +12.9% | +29.4% |
| 3Y | -19.0% | +152.5% | -171.5% | -37.2% |
| 5Y | -64.2% | +36.7% | -100.9% | -68.8% |
| All | -33.1% | +43.7% | -76.8% | -45.8% |
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