+461.4%
BE vs IVZ
+37.2%
+424.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.2% | -4.2% |
| 7D | -13.4% | +2.2% | -15.5% | -14.4% |
| 30D | -33.9% | -2.2% | -31.7% | -31.6% |
| 3M | -12.0% | -8.4% | -3.5% | -3.6% |
| 6M | -29.0% | +6.2% | -35.1% | -31.3% |
| YTD | +113.4% | +12.4% | +101.0% | +93.5% |
| 1Y | +33.2% | +26.0% | +7.2% | +9.9% |
| 3Y | +1,659.2% | +147.9% | +1,511.3% | +650.5% |
| 5Y | +461.4% | +38.8% | +422.6% | +280.8% |
| All | +461.4% | +37.2% | +424.2% | +280.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling