+55.4%
IVZ vs BB
+105.3%
-50.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +0.6% | -5.6% | +6.3% | +1.3% |
| 30D | +4.0% | -11.8% | +15.8% | +5.4% |
| 3M | +18.2% | -25.5% | +43.7% | +20.8% |
| 6M | +32.8% | +121.3% | -88.4% | +14.4% |
| YTD | +28.7% | +103.2% | -74.4% | +12.5% |
| 1Y | +55.4% | +102.6% | -47.3% | +37.3% |
| All | +55.4% | +105.3% | -50.0% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 1y: compounded portfolio wealth divided by compounded BB 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…
1y analysis · Full analysis span regression · 6 months rolling