+13,466.2%
BN vs IVZ
+1,117.8%
+12,348.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.7% |
| 7D | -2.5% | +0.6% | -3.1% | -2.7% |
| 30D | -9.5% | +4.0% | -13.5% | -10.7% |
| 3M | -10.4% | +18.2% | -28.6% | -15.7% |
| 6M | -6.4% | +32.8% | -39.2% | -15.5% |
| YTD | -11.9% | +28.7% | -40.6% | -19.6% |
| 1Y | -8.6% | +55.4% | -64.0% | -21.9% |
| 3Y | +77.6% | +135.2% | -57.7% | +30.9% |
| 5Y | +37.0% | +64.2% | -27.2% | +12.1% |
| 10Y | +266.4% | +64.6% | +201.8% | +175.8% |
| All | +13,466.2% | +1,117.8% | +12,348.4% | +5,610.4% |
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