+44.6%
IVZ vs BB
+28.9%
+15.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | 0.0% |
| 7D | +2.2% | +11.6% | -9.4% | 0.0% |
| 30D | -2.2% | +2.6% | -4.8% | -2.9% |
| 3M | -8.4% | +3.5% | -11.9% | -9.9% |
| 6M | +6.2% | +43.5% | -37.3% | -4.4% |
| YTD | +12.4% | +141.2% | -128.8% | -10.1% |
| 1Y | +26.0% | +97.4% | -71.4% | +4.8% |
| 3Y | +147.9% | +151.1% | -3.2% | +85.6% |
| 5Y | +38.8% | -12.8% | +51.6% | +22.7% |
| 10Y | +44.6% | +27.5% | +17.1% | -10.9% |
| All | +44.6% | +28.9% | +15.7% | -10.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling