+1,784.6%
BE vs IVZ
+140.4%
+1,644.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -2.2% | +11.8% | +11.4% |
| 7D | +29.8% | +1.1% | +28.7% | +28.6% |
| 30D | +26.4% | +3.1% | +23.3% | +23.2% |
| 3M | +9.3% | +18.2% | -8.8% | -3.9% |
| 6M | +105.1% | +38.6% | +66.4% | +59.2% |
| YTD | +219.0% | +25.9% | +193.1% | +163.4% |
| 1Y | +418.8% | +51.7% | +367.1% | +275.8% |
| 3Y | +1,784.6% | +138.7% | +1,645.9% | +758.7% |
| All | +1,784.6% | +140.4% | +1,644.2% | +758.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling