+71.4%
BTI vs IVZ
+65.9%
+5.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.5% |
| 7D | -0.2% | -2.4% | +2.2% | +0.2% |
| 30D | -1.1% | +3.0% | -4.1% | -1.7% |
| 3M | -8.8% | +14.9% | -23.6% | -11.4% |
| 6M | -4.0% | +36.7% | -40.7% | -9.9% |
| YTD | +0.4% | +25.7% | -25.3% | -4.6% |
| 1Y | +1.9% | +47.7% | -45.8% | -6.3% |
| 3Y | +108.5% | +138.8% | -30.3% | +69.5% |
| 5Y | +118.5% | +62.1% | +56.4% | +87.8% |
| All | +71.4% | +65.9% | +5.5% | +34.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling