+128.7%
IVZ vs BB
+132.4%
-3.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.4% | -0.8% |
| 7D | -2.4% | +3.8% | -6.3% | -3.1% |
| 30D | -11.2% | -0.3% | -10.9% | -11.4% |
| 3M | -14.0% | -0.5% | -13.5% | -14.6% |
| 6M | +0.5% | +45.9% | -45.5% | -9.8% |
| YTD | +5.4% | +130.6% | -125.2% | -15.3% |
| 1Y | +19.5% | +89.2% | -69.7% | -0.1% |
| 3Y | +128.7% | +137.5% | -8.8% | +66.2% |
| All | +128.7% | +132.4% | -3.7% | +66.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling