+691.9%
BP vs IVZ
+1,117.8%
-425.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.2% |
| 7D | +3.9% | +0.6% | +3.3% | +3.7% |
| 30D | +7.6% | +4.0% | +3.6% | +6.3% |
| 3M | +0.7% | +18.2% | -17.5% | -4.4% |
| 6M | +15.5% | +32.8% | -17.3% | +5.4% |
| YTD | +30.8% | +28.7% | +2.1% | +19.8% |
| 1Y | +34.3% | +55.4% | -21.1% | +16.4% |
| 3Y | +35.1% | +135.2% | -100.2% | +1.5% |
| 5Y | +126.8% | +64.2% | +62.6% | +83.6% |
| 10Y | +123.4% | +64.6% | +58.7% | +68.5% |
| All | +691.9% | +1,117.8% | -425.9% | +249.8% |
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