+707.7%
BE vs IVZ
+59.5%
+648.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.2% |
| 7D | +20.5% | +5.1% | +15.4% | +16.6% |
| 30D | -23.4% | -1.6% | -21.8% | -21.5% |
| 3M | -14.9% | -9.1% | -5.7% | -7.9% |
| 6M | -28.1% | +1.8% | -29.8% | -27.7% |
| YTD | +132.4% | +10.8% | +121.6% | +118.8% |
| 1Y | +59.4% | +19.1% | +40.2% | +43.7% |
| 3Y | +1,815.8% | +144.4% | +1,671.4% | +952.0% |
| 5Y | +491.3% | +33.6% | +457.7% | +375.6% |
| All | +707.7% | +59.5% | +648.3% | +406.7% |
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