+35.9%
IVZ vs BAH
+6.1%
+29.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.8% | +1.6% |
| 7D | +6.8% | +1.7% | +5.1% | +6.5% |
| 30D | +3.5% | +20.8% | -17.2% | 0.0% |
| 3M | -10.0% | +11.6% | -21.6% | -12.0% |
| 6M | +4.5% | +23.1% | -18.6% | -0.1% |
| YTD | +12.6% | +5.3% | +7.3% | +10.4% |
| 1Y | +24.4% | +6.1% | +18.3% | +21.6% |
| 3Y | +150.6% | -27.5% | +178.1% | +151.5% |
| All | +35.9% | +6.1% | +29.8% | +23.3% |
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