+137.4%
IVZ vs BBIO
+167.2%
-29.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.5% | -1.1% |
| 7D | +1.2% | -0.5% | +1.7% | +1.3% |
| 30D | +1.8% | -10.1% | +11.9% | +4.0% |
| 3M | +15.7% | +12.4% | +3.3% | +12.5% |
| 6M | +36.3% | +15.9% | +20.4% | +31.0% |
| YTD | +24.9% | -0.5% | +25.5% | +23.3% |
| 1Y | +48.9% | +42.2% | +6.7% | +35.1% |
| All | +137.4% | +167.2% | -29.8% | +71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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