+49.0%
IVZ vs BBWI
-43.7%
+92.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +0.9% |
| 7D | -2.4% | -6.2% | +3.7% | -0.6% |
| 30D | -11.2% | +19.9% | -31.1% | -15.9% |
| 3M | -14.0% | +7.1% | -21.1% | -16.6% |
| 6M | +0.5% | +13.7% | -13.2% | -5.2% |
| YTD | +5.4% | +9.6% | -4.2% | -0.8% |
| 1Y | +19.5% | -1.6% | +21.1% | +14.1% |
| 3Y | +128.7% | -25.9% | +154.6% | +128.5% |
| 5Y | +28.8% | -67.8% | +96.6% | +55.9% |
| All | +49.0% | -43.7% | +92.7% | +25.3% |
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 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