-62.5%
BAX vs IVZ
+37.3%
-99.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.8% | -4.4% | +0.4% |
| 7D | +9.0% | +4.1% | +4.9% | +7.7% |
| 30D | +8.5% | -2.0% | +10.5% | +8.9% |
| 3M | -4.1% | -7.8% | +3.7% | -2.1% |
| 6M | +46.9% | +6.3% | +40.6% | +43.1% |
| YTD | +38.4% | +12.6% | +25.8% | +32.0% |
| 1Y | +47.0% | +27.6% | +19.4% | +35.0% |
| 3Y | -14.9% | +154.0% | -169.0% | -36.9% |
| 5Y | -62.5% | +37.3% | -99.8% | -68.5% |
| All | -62.5% | +37.3% | -99.8% | -68.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling