+404.1%
BAX vs IVZ
+1,117.8%
-713.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.8% |
| 7D | -1.1% | +0.6% | -1.8% | -1.3% |
| 30D | -5.5% | +4.0% | -9.5% | -6.2% |
| 3M | +33.5% | +18.2% | +15.4% | +29.2% |
| 6M | +35.9% | +32.8% | +3.0% | +28.7% |
| YTD | +35.4% | +28.7% | +6.6% | +28.8% |
| 1Y | +9.8% | +55.4% | -45.6% | +0.9% |
| 3Y | -32.7% | +135.2% | -167.9% | -43.3% |
| 5Y | -65.6% | +64.2% | -129.7% | -69.7% |
| 10Y | -34.9% | +64.6% | -99.5% | -46.2% |
| All | +404.1% | +1,117.8% | -713.7% | +172.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling