+13,939.5%
BN vs IVZ
+948.4%
+12,991.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.8% |
| 7D | -0.3% | +5.1% | -5.4% | -2.0% |
| 30D | +13.6% | -1.6% | +15.1% | +14.0% |
| 3M | -6.7% | -9.1% | +2.5% | -3.7% |
| 6M | -9.0% | +1.8% | -10.8% | -10.0% |
| YTD | -8.8% | +10.8% | -19.6% | -12.6% |
| 1Y | -10.6% | +19.1% | -29.7% | -16.4% |
| 3Y | +98.8% | +144.4% | -45.7% | +44.7% |
| 5Y | +33.6% | +33.6% | +0.1% | +17.4% |
| 10Y | +298.3% | +41.7% | +256.7% | +215.8% |
| All | +13,939.5% | +948.4% | +12,991.1% | +6,112.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling