+56.7%
BDX vs IVZ
+65.9%
-9.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.6% |
| 7D | -3.2% | -2.4% | -0.8% | -2.7% |
| 30D | -2.5% | +3.0% | -5.6% | -3.1% |
| 3M | +21.4% | +14.9% | +6.5% | +18.1% |
| 6M | +10.4% | +36.7% | -26.3% | +3.8% |
| YTD | +18.8% | +25.7% | -6.8% | +13.2% |
| 1Y | +21.7% | +47.7% | -26.0% | +12.4% |
| 3Y | -10.0% | +138.8% | -148.8% | -25.3% |
| 5Y | -1.8% | +62.1% | -63.9% | -14.9% |
| All | +56.7% | +65.9% | -9.2% | +36.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling