+120.2%
BKR vs IVZ
+65.9%
+54.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.1% |
| 7D | -7.0% | -2.4% | -4.6% | -6.0% |
| 30D | -8.1% | +3.0% | -11.2% | -9.5% |
| 3M | -6.6% | +14.9% | -21.5% | -13.0% |
| 6M | +0.9% | +36.7% | -35.9% | -13.7% |
| YTD | +31.1% | +25.7% | +5.4% | +15.9% |
| 1Y | +27.7% | +47.7% | -20.0% | +4.3% |
| 3Y | +71.2% | +138.8% | -67.6% | +6.5% |
| 5Y | +177.6% | +62.1% | +115.5% | +98.4% |
| All | +120.2% | +65.9% | +54.3% | +28.3% |
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