+3,679.0%
BTI vs IVZ
+1,090.9%
+2,588.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | 0.0% |
| 7D | -1.4% | +1.1% | -2.5% | -1.6% |
| 30D | -7.0% | +3.1% | -10.1% | -7.5% |
| 3M | -6.3% | +18.2% | -24.5% | -9.2% |
| 6M | -2.0% | +38.6% | -40.6% | -7.6% |
| YTD | +0.2% | +25.9% | -25.7% | -4.3% |
| 1Y | +3.8% | +51.7% | -47.9% | -4.1% |
| 3Y | +112.1% | +138.7% | -26.6% | +77.9% |
| 5Y | +113.6% | +62.8% | +50.8% | +87.2% |
| 10Y | +69.6% | +60.9% | +8.7% | +39.9% |
| All | +3,679.0% | +1,090.9% | +2,588.1% | +2,078.1% |
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