+119.6%
BHP vs IVZ
+36.0%
+83.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.6% | -2.1% |
| 7D | -0.5% | +7.6% | -8.1% | -3.2% |
| 30D | -4.5% | +4.3% | -8.9% | -6.3% |
| 3M | -6.9% | -9.3% | +2.5% | -3.9% |
| 6M | -10.6% | +5.2% | -15.8% | -12.9% |
| YTD | +37.2% | +13.4% | +23.7% | +29.0% |
| 1Y | +48.0% | +25.4% | +22.7% | +34.0% |
| 3Y | +52.6% | +152.5% | -99.9% | +1.6% |
| All | +119.6% | +36.0% | +83.6% | +86.8% |
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