-2.8%
BLK vs IVZ
+49.7%
-52.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.0% |
| 7D | -3.3% | -2.4% | -0.9% | -2.0% |
| 30D | -6.5% | +3.0% | -9.6% | -8.1% |
| 3M | +6.7% | +14.9% | -8.1% | -1.8% |
| 6M | +14.7% | +36.7% | -22.0% | -4.8% |
| YTD | +2.5% | +25.7% | -23.1% | -10.7% |
| 1Y | -2.8% | +47.7% | -50.5% | -21.4% |
| All | -2.8% | +49.7% | -52.5% | -21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling