+35.8%
BN vs IVZ
+63.4%
-27.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.2% | -0.4% | -1.3% |
| 7D | -1.2% | +1.1% | -2.3% | -1.8% |
| 30D | -10.9% | +3.1% | -14.0% | -12.5% |
| 3M | -11.1% | +18.2% | -29.2% | -19.8% |
| 6M | -4.4% | +38.6% | -43.0% | -21.7% |
| YTD | -14.1% | +25.9% | -40.0% | -25.9% |
| 1Y | -11.1% | +51.7% | -62.7% | -31.2% |
| 3Y | +75.6% | +138.7% | -63.1% | +0.3% |
| 5Y | +35.8% | +62.8% | -27.0% | -11.7% |
| All | +35.8% | +63.4% | -27.6% | -11.7% |
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