+258.5%
BN vs IVZ
+65.9%
+192.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.6% | -0.1% |
| 7D | -5.2% | -2.4% | -2.8% | -4.0% |
| 30D | -14.5% | +3.0% | -17.5% | -15.7% |
| 3M | -15.0% | +14.9% | -29.9% | -21.0% |
| 6M | -5.4% | +36.7% | -42.1% | -19.6% |
| YTD | -16.4% | +25.7% | -42.1% | -26.1% |
| 1Y | -16.2% | +47.7% | -63.9% | -31.6% |
| 3Y | +67.5% | +138.8% | -71.3% | +6.1% |
| 5Y | +34.1% | +62.1% | -28.0% | -1.8% |
| All | +258.5% | +65.9% | +192.6% | +111.0% |
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 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