+332.2%
BHP vs IVZ
+43.7%
+288.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.6% | -2.2% |
| 7D | -0.5% | +7.6% | -8.1% | -3.3% |
| 30D | -4.5% | +4.3% | -8.9% | -6.4% |
| 3M | -6.9% | -9.3% | +2.5% | -3.8% |
| 6M | -10.6% | +5.2% | -15.8% | -13.0% |
| YTD | +37.2% | +13.4% | +23.7% | +28.7% |
| 1Y | +48.0% | +25.4% | +22.7% | +33.4% |
| 3Y | +52.6% | +152.5% | -99.9% | +0.5% |
| 5Y | +116.5% | +36.7% | +79.8% | +75.7% |
| All | +332.2% | +43.7% | +288.5% | +215.1% |
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