+72.2%
BKR vs IVZ
+132.2%
-60.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.5% | -6.2% | -6.5% |
| 7D | -6.7% | -2.4% | -4.3% | -5.9% |
| 30D | -8.3% | +2.5% | -10.8% | -9.2% |
| 3M | -5.4% | +17.1% | -22.5% | -10.8% |
| 6M | +0.8% | +35.1% | -34.3% | -9.9% |
| YTD | +31.8% | +24.3% | +7.5% | +20.8% |
| 1Y | +28.6% | +48.7% | -20.1% | +10.0% |
| All | +72.2% | +132.2% | -60.0% | +21.0% |
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