+55.4%
IVZ vs BBWI
-34.3%
+89.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.7% | +0.7% |
| 7D | +0.6% | +1.5% | -0.9% | +0.4% |
| 30D | +4.0% | -5.2% | +9.2% | +4.7% |
| 3M | +18.2% | +11.1% | +7.1% | +15.6% |
| 6M | +32.8% | -13.4% | +46.2% | +34.2% |
| YTD | +28.7% | +0.1% | +28.7% | +28.5% |
| 1Y | +55.4% | -36.1% | +91.5% | +62.3% |
| All | +55.4% | -34.3% | +89.7% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling