+344.3%
IVZ vs BB
+258.8%
+85.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +0.6% | -5.6% | +6.3% | +1.8% |
| 30D | +4.0% | -11.8% | +15.8% | +6.4% |
| 3M | +18.2% | -25.5% | +43.7% | +23.6% |
| 6M | +32.8% | +121.3% | -88.4% | +9.7% |
| YTD | +28.7% | +103.2% | -74.4% | +8.2% |
| 1Y | +55.4% | +102.6% | -47.3% | +29.8% |
| 3Y | +135.2% | +37.5% | +97.7% | +101.2% |
| 5Y | +64.2% | -30.4% | +94.6% | +55.7% |
| 10Y | +64.6% | 0.0% | +64.6% | +20.6% |
| All | +344.3% | +258.8% | +85.5% | +108.0% |
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