+2,633.0%
BDX vs IVZ
+1,117.8%
+1,515.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.7% |
| 7D | -2.5% | +0.6% | -3.2% | -2.6% |
| 30D | +8.3% | +4.0% | +4.2% | +7.5% |
| 3M | +24.4% | +18.2% | +6.2% | +20.8% |
| 6M | +9.2% | +32.8% | -23.6% | +3.8% |
| YTD | +22.7% | +28.7% | -6.0% | +17.0% |
| 1Y | +25.9% | +55.4% | -29.5% | +16.4% |
| 3Y | -10.5% | +135.2% | -145.7% | -23.8% |
| 5Y | +1.9% | +64.2% | -62.3% | -10.0% |
| 10Y | +58.7% | +64.6% | -5.9% | +32.0% |
| All | +2,633.0% | +1,117.8% | +1,515.2% | +1,331.7% |
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