+61.0%
BMY vs IVZ
+64.1%
-3.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | -6.4% | -2.4% | -4.0% | -6.0% |
| 30D | +0.2% | +2.5% | -2.3% | -0.2% |
| 3M | +16.0% | +17.1% | -1.1% | +12.7% |
| 6M | +8.3% | +35.1% | -26.8% | +2.6% |
| YTD | +22.2% | +24.3% | -2.1% | +17.0% |
| 1Y | +41.7% | +48.7% | -7.0% | +31.3% |
| 3Y | +20.7% | +135.6% | -114.9% | +1.2% |
| 5Y | +23.9% | +60.3% | -36.4% | +8.9% |
| All | +61.0% | +64.1% | -3.1% | +34.8% |
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 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