+433.9%
BTSG vs IVZ
+122.8%
+311.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.0% |
| 7D | -3.3% | -2.4% | -0.9% | -2.4% |
| 30D | -1.6% | +3.0% | -4.6% | -2.9% |
| 3M | -6.9% | +14.9% | -21.8% | -12.5% |
| 6M | +42.1% | +36.7% | +5.4% | +23.2% |
| YTD | +56.8% | +25.7% | +31.2% | +40.2% |
| 1Y | +109.8% | +47.7% | +62.1% | +74.8% |
| All | +433.9% | +122.8% | +311.1% | +256.9% |
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