-32.0%
BAX vs IVZ
+140.4%
-172.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.2% | -1.5% | -3.0% |
| 7D | -2.4% | +1.1% | -3.5% | -2.8% |
| 30D | -9.7% | +3.1% | -12.8% | -10.7% |
| 3M | +29.3% | +18.2% | +11.1% | +21.6% |
| 6M | +40.7% | +38.6% | +2.0% | +24.9% |
| YTD | +30.3% | +25.9% | +4.4% | +19.2% |
| 1Y | +3.4% | +51.7% | -48.3% | -11.1% |
| 3Y | -32.0% | +138.7% | -170.7% | -51.5% |
| All | -32.0% | +140.4% | -172.4% | -51.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling