+45.0%
BBY vs IVZ
+134.7%
-89.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +2.0% | +2.6% |
| 7D | +0.6% | -2.4% | +3.0% | +1.7% |
| 30D | +9.4% | +3.0% | +6.4% | +7.9% |
| 3M | +19.3% | +14.9% | +4.5% | +11.4% |
| 6M | +47.9% | +36.7% | +11.2% | +26.4% |
| YTD | +39.6% | +25.7% | +13.9% | +23.5% |
| 1Y | +22.2% | +47.7% | -25.5% | -0.7% |
| 3Y | +45.0% | +138.8% | -93.9% | -8.0% |
| All | +45.0% | +134.7% | -89.7% | -8.0% |
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