+50.5%
IVZ vs BBWI
-41.3%
+91.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.9% | +4.9% | +6.2% |
| 7D | +4.1% | -6.2% | +10.3% | +6.1% |
| 30D | -2.0% | +25.5% | -27.5% | -8.4% |
| 3M | -7.8% | +8.0% | -15.8% | -10.8% |
| 6M | +6.3% | +12.7% | -6.4% | +0.6% |
| YTD | +12.6% | +11.6% | +0.9% | +5.4% |
| 1Y | +27.6% | -0.9% | +28.5% | +21.8% |
| 3Y | +154.0% | -22.7% | +176.7% | +150.8% |
| 5Y | +37.3% | -67.2% | +104.5% | +65.3% |
| 10Y | +50.5% | -43.7% | +94.2% | +25.4% |
| All | +50.5% | -41.3% | +91.9% | +25.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling