-5.8%
BN vs IVZ
+22.9%
-28.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | -2.7% |
| 7D | -1.0% | +7.6% | -8.6% | -4.5% |
| 30D | +14.0% | +4.3% | +9.6% | +11.3% |
| 3M | -9.0% | -9.3% | +0.3% | -4.9% |
| 6M | -8.8% | +5.2% | -14.1% | -12.2% |
| YTD | -10.3% | +13.4% | -23.7% | -17.6% |
| 1Y | -5.8% | +25.4% | -31.2% | -16.7% |
| All | -5.8% | +22.9% | -28.7% | -16.7% |
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 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