+1.3%
BBY vs IVZ
+61.1%
-59.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.8% |
| 3M | +19.3% | +14.9% | +4.5% | +11.1% |
| 6M | +47.9% | +36.7% | +11.2% | +25.8% |
| YTD | +39.6% | +25.7% | +13.9% | +22.8% |
| 1Y | +22.2% | +47.7% | -25.5% | -0.9% |
| 3Y | +45.0% | +138.8% | -93.9% | -10.3% |
| All | +1.3% | +61.1% | -59.8% | -30.2% |
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