+128.2%
IVZ vs BAH
+1,110.0%
-981.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +1.2% | -9.2% | -8.4% |
| 7D | -6.7% | +6.0% | -12.7% | -8.7% |
| 30D | -10.9% | +31.1% | -41.9% | -19.1% |
| 3M | -14.8% | +25.2% | -40.0% | -21.8% |
| 6M | +2.4% | +18.9% | -16.5% | -5.2% |
| YTD | +5.4% | +8.3% | -2.9% | -0.4% |
| 1Y | +19.6% | +6.2% | +13.4% | +13.5% |
| 3Y | +122.4% | -22.8% | +145.2% | +124.1% |
| 5Y | +28.8% | +13.6% | +15.2% | +7.0% |
| 10Y | +52.3% | +240.2% | -187.9% | -22.1% |
| All | +128.2% | +1,110.0% | -981.8% | -41.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling