+30.9%
BMY vs IVZ
+36.0%
-5.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.6% | +1.5% |
| 7D | +2.1% | +7.6% | -5.5% | +1.2% |
| 30D | +7.0% | +4.3% | +2.7% | +6.4% |
| 3M | -0.9% | -9.3% | +8.5% | +0.1% |
| 6M | +14.9% | +5.2% | +9.7% | +13.9% |
| YTD | +22.8% | +13.4% | +9.4% | +20.3% |
| 1Y | +36.2% | +25.4% | +10.9% | +31.8% |
| 3Y | +45.7% | +152.5% | -106.8% | +28.4% |
| All | +30.9% | +36.0% | -5.1% | +20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling