+20.4%
BTDR vs IVZ
+61.1%
-40.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +3.0% |
| 7D | -3.4% | -2.4% | -1.0% | -1.8% |
| 30D | +32.6% | +3.0% | +29.6% | +30.0% |
| 3M | -32.2% | +14.9% | -47.1% | -37.8% |
| 6M | +52.4% | +36.7% | +15.6% | +25.5% |
| YTD | +6.7% | +25.7% | -19.0% | -7.3% |
| 1Y | -15.2% | +47.7% | -62.9% | -33.0% |
| 3Y | +14.9% | +138.8% | -123.9% | -27.0% |
| All | +20.4% | +61.1% | -40.7% | -23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling