+2,935.6%
BNY vs IVZ
+1,088.7%
+1,846.9%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.5% |
| 7D | -1.3% | -2.4% | +1.1% | -0.2% |
| 30D | -0.2% | +3.0% | -3.2% | -1.6% |
| 3M | +14.9% | +14.9% | +0.1% | +7.4% |
| 6M | +40.0% | +36.7% | +3.2% | +20.0% |
| YTD | +42.0% | +25.7% | +16.3% | +25.9% |
| 1Y | +56.9% | +47.7% | +9.2% | +28.7% |
| 3Y | +289.9% | +138.8% | +151.0% | +145.8% |
| 5Y | +259.2% | +62.1% | +197.1% | +162.3% |
| 10Y | +413.3% | +64.3% | +348.9% | +233.5% |
| All | +2,935.6% | +1,088.7% | +1,846.9% | +986.9% |
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