+128.7%
IVZ vs BAH
-26.3%
+155.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.4% | +0.5% |
| 7D | -2.4% | -3.5% | +1.1% | -2.1% |
| 30D | -11.2% | +24.3% | -35.5% | -13.7% |
| 3M | -14.0% | +16.3% | -30.3% | -15.8% |
| 6M | +0.5% | +13.6% | -13.1% | -1.6% |
| YTD | +5.4% | +3.5% | +1.9% | +4.3% |
| 1Y | +19.5% | +2.7% | +16.8% | +18.2% |
| 3Y | +128.7% | -26.6% | +155.3% | +124.1% |
| All | +128.7% | -26.3% | +155.0% | +124.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 3y: compounded portfolio wealth divided by compounded BAH 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…
3y analysis · Full analysis span regression · 6 months rolling