+37.3%
IVZ vs BAH
+9.2%
+28.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.6% | +5.2% | +6.5% |
| 7D | +4.1% | -1.5% | +5.6% | +4.3% |
| 30D | -2.0% | +17.3% | -19.3% | -4.9% |
| 3M | -7.8% | +14.9% | -22.7% | -10.4% |
| 6M | +6.3% | +14.2% | -7.9% | +3.1% |
| YTD | +12.6% | +5.1% | +7.4% | +10.3% |
| 1Y | +27.6% | +2.1% | +25.6% | +25.7% |
| 3Y | +154.0% | -26.0% | +180.0% | +153.2% |
| 5Y | +37.3% | +9.0% | +28.3% | +23.4% |
| All | +37.3% | +9.2% | +28.1% | +23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling