+718.1%
BP vs IVZ
+954.3%
-236.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.4% | +1.7% |
| 7D | -0.8% | -2.8% | +2.0% | -0.2% |
| 30D | -3.1% | -2.2% | -1.0% | -3.0% |
| 3M | +6.2% | -8.1% | +14.2% | +7.8% |
| 6M | +4.8% | +3.8% | +1.0% | +2.3% |
| YTD | +35.2% | +11.5% | +23.7% | +28.0% |
| 1Y | +27.4% | +23.7% | +3.7% | +17.0% |
| 3Y | +49.8% | +145.8% | -96.0% | +10.7% |
| 5Y | +109.4% | +36.1% | +73.3% | +77.8% |
| 10Y | +135.7% | +42.4% | +93.2% | +84.0% |
| All | +718.1% | +954.3% | -236.2% | +273.5% |
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