+39.8%
BKNG vs IVZ
+132.2%
-92.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | -10.7% | -2.4% | -8.3% | -10.0% |
| 30D | -18.1% | +2.5% | -20.6% | -18.7% |
| 3M | +8.5% | +17.1% | -8.5% | +2.9% |
| 6M | -0.1% | +35.1% | -35.2% | -10.1% |
| YTD | -18.2% | +24.3% | -42.5% | -24.5% |
| 1Y | -19.9% | +48.7% | -68.5% | -30.4% |
| All | +39.8% | +132.2% | -92.3% | +2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling