+28.8%
IVZ vs BAH
+12.6%
+16.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +1.2% | -9.2% | -8.2% |
| 7D | -6.7% | +6.0% | -12.7% | -7.7% |
| 30D | -10.9% | +31.1% | -41.9% | -15.2% |
| 3M | -14.8% | +25.2% | -40.0% | -18.4% |
| 6M | +2.4% | +18.9% | -16.5% | -1.4% |
| YTD | +5.4% | +8.3% | -2.9% | +2.8% |
| 1Y | +19.6% | +6.2% | +13.4% | +16.9% |
| 3Y | +122.4% | -22.8% | +145.2% | +119.6% |
| 5Y | +28.8% | +13.6% | +15.2% | +13.7% |
| All | +28.8% | +12.6% | +16.1% | +13.7% |
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