+37.0%
IVZ vs BBIO
+61.6%
-24.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.3% |
| 7D | +7.6% | +5.4% | +2.2% | +7.0% |
| 30D | +4.3% | +20.6% | -16.2% | +2.2% |
| 3M | -9.3% | -3.6% | -5.8% | -9.1% |
| 6M | +5.2% | +14.1% | -8.9% | +3.4% |
| YTD | +13.4% | +2.4% | +11.1% | +12.3% |
| 1Y | +25.4% | +20.4% | +5.0% | +21.9% |
| 3Y | +152.5% | +184.5% | -32.0% | +120.3% |
| All | +37.0% | +61.6% | -24.7% | +0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling