+263.8%
IVZ vs BB
+290.1%
-26.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -4.5% | -3.6% | -7.1% |
| 7D | -6.7% | -8.9% | +2.2% | -4.9% |
| 30D | -10.9% | -12.6% | +1.8% | -8.8% |
| 3M | -14.8% | -4.1% | -10.7% | -14.9% |
| 6M | +2.4% | +49.5% | -47.1% | -8.3% |
| YTD | +5.4% | +120.8% | -115.4% | -13.4% |
| 1Y | +19.6% | +76.2% | -56.7% | +2.4% |
| 3Y | +122.4% | +123.8% | -1.4% | +72.7% |
| 5Y | +28.8% | -24.3% | +53.0% | +19.7% |
| 10Y | +52.3% | +20.1% | +32.2% | +6.9% |
| All | +263.8% | +290.1% | -26.2% | +66.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling