-67.1%
BAX vs IVZ
+61.5%
-128.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.7% |
| 7D | -5.1% | +1.2% | -6.3% | -5.4% |
| 30D | -12.2% | +1.8% | -13.9% | -12.7% |
| 3M | +21.8% | +15.7% | +6.1% | +16.2% |
| 6M | +36.3% | +36.3% | 0.0% | +23.6% |
| YTD | +27.8% | +24.9% | +2.9% | +18.7% |
| 1Y | -0.1% | +48.9% | -49.0% | -11.8% |
| 3Y | -33.3% | +136.8% | -170.1% | -49.5% |
| 5Y | -67.1% | +60.0% | -127.0% | -73.7% |
| All | -67.1% | +61.5% | -128.5% | -73.7% |
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