+263.8%
IVZ vs BB
+307.3%
-43.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.4% | -0.9% |
| 7D | -2.4% | +3.8% | -6.3% | -3.2% |
| 30D | -11.2% | -0.3% | -10.9% | -11.4% |
| 3M | -14.0% | -0.5% | -13.5% | -14.7% |
| 6M | +0.5% | +45.9% | -45.5% | -9.6% |
| YTD | +5.4% | +130.6% | -125.2% | -14.2% |
| 1Y | +19.5% | +89.2% | -69.7% | +0.8% |
| 3Y | +128.7% | +137.5% | -8.8% | +75.4% |
| 5Y | +28.8% | -20.9% | +49.7% | +18.6% |
| 10Y | +52.3% | +25.4% | +26.9% | +5.9% |
| All | +263.8% | +307.3% | -43.5% | +64.8% |
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