+14,192.4%
BN vs IVZ
+963.1%
+13,229.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | +4.3% | +2.2% | +2.1% | +3.5% |
| 30D | +14.3% | -2.2% | +16.5% | +15.0% |
| 3M | -4.1% | -8.4% | +4.3% | -1.3% |
| 6M | -9.7% | +6.2% | -15.8% | -12.0% |
| YTD | -7.1% | +12.4% | -19.5% | -11.4% |
| 1Y | -7.4% | +26.0% | -33.4% | -15.1% |
| 3Y | +102.3% | +147.9% | -45.5% | +46.6% |
| 5Y | +35.9% | +38.8% | -2.8% | +18.0% |
| 10Y | +289.2% | +44.6% | +244.6% | +206.5% |
| All | +14,192.4% | +963.1% | +13,229.2% | +6,194.3% |
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