+668.0%
BE vs IVZ
+63.2%
+604.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.4% | -7.3% | -6.6% |
| 7D | +10.8% | +7.6% | +3.2% | +5.4% |
| 30D | -19.8% | +4.3% | -24.1% | -21.3% |
| 3M | -18.7% | -9.3% | -9.4% | -12.0% |
| 6M | -33.7% | +5.2% | -39.0% | -35.0% |
| YTD | +121.0% | +13.4% | +107.5% | +104.4% |
| 1Y | +85.4% | +25.4% | +60.0% | +60.6% |
| 3Y | +1,709.5% | +152.5% | +1,557.0% | +870.6% |
| 5Y | +462.2% | +36.7% | +425.5% | +344.3% |
| All | +668.0% | +63.2% | +604.7% | +373.4% |
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