+3,137.8%
BHP vs IVZ
+1,117.8%
+2,020.0%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.8% |
| 7D | -2.9% | +0.6% | -3.5% | -3.2% |
| 30D | +3.4% | +4.0% | -0.6% | +1.7% |
| 3M | +4.1% | +18.2% | -14.1% | -2.5% |
| 6M | +20.6% | +32.8% | -12.2% | +8.0% |
| YTD | +56.1% | +28.7% | +27.3% | +40.5% |
| 1Y | +69.6% | +55.4% | +14.2% | +42.0% |
| 3Y | +78.8% | +135.2% | -56.4% | +23.6% |
| 5Y | +113.1% | +64.2% | +48.9% | +62.8% |
| 10Y | +505.9% | +64.6% | +441.3% | +320.0% |
| All | +3,137.8% | +1,117.8% | +2,020.0% | +1,165.6% |
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