+40.9%
BP vs IVZ
+50.2%
-9.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +1.7% |
| 7D | +4.0% | +1.2% | +2.8% | +4.2% |
| 30D | +7.8% | +1.8% | +6.1% | +8.1% |
| 3M | +8.4% | +15.7% | -7.4% | +10.3% |
| 6M | +15.1% | +36.3% | -21.3% | +19.8% |
| YTD | +36.4% | +24.9% | +11.5% | +40.5% |
| 1Y | +40.9% | +48.9% | -8.0% | +47.4% |
| All | +40.9% | +50.2% | -9.3% | +47.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling