+128.7%
IVZ vs BAH
-22.8%
+151.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +1.2% | -9.2% | -8.2% |
| 7D | -6.7% | +6.0% | -12.7% | -7.4% |
| 30D | -10.9% | +31.1% | -41.9% | -13.9% |
| 3M | -14.8% | +25.2% | -40.0% | -17.4% |
| 6M | +2.4% | +18.9% | -16.5% | -0.2% |
| YTD | +5.4% | +8.3% | -2.9% | +3.8% |
| 1Y | +19.6% | +6.2% | +13.4% | +17.8% |
| All | +128.7% | -22.8% | +151.5% | +123.0% |
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