+5,834.7%
BBY vs IVZ
+1,081.7%
+4,753.0%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.2% |
| 7D | +1.2% | +1.2% | 0.0% | +0.7% |
| 30D | +6.8% | +1.8% | +5.0% | +6.0% |
| 3M | +18.7% | +15.7% | +3.0% | +11.4% |
| 6M | +37.3% | +36.3% | +1.0% | +19.9% |
| YTD | +35.3% | +24.9% | +10.4% | +21.8% |
| 1Y | +20.7% | +48.9% | -28.3% | +1.2% |
| 3Y | +39.4% | +136.8% | -97.4% | -4.4% |
| 5Y | -1.5% | +60.0% | -61.4% | -23.3% |
| 10Y | +239.8% | +63.4% | +176.4% | +136.9% |
| All | +5,834.7% | +1,081.7% | +4,753.0% | +1,664.5% |
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 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