+911.5%
BE vs IVZ
+85.2%
+826.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.1% | +6.3% | +6.6% |
| 7D | +20.0% | +0.6% | +19.3% | +19.5% |
| 30D | +7.9% | +4.0% | +3.9% | +5.1% |
| 3M | -13.2% | +18.2% | -31.4% | -22.2% |
| 6M | +53.5% | +32.8% | +20.6% | +27.3% |
| YTD | +191.0% | +28.7% | +162.3% | +144.1% |
| 1Y | +360.5% | +55.4% | +305.1% | +243.7% |
| 3Y | +1,568.0% | +135.2% | +1,432.8% | +824.5% |
| 5Y | +1,055.2% | +64.2% | +991.0% | +701.7% |
| All | +911.5% | +85.2% | +826.2% | +465.3% |
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 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