+65.4%
IVZ vs BBWI
-54.8%
+120.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.7% | +0.3% |
| 7D | +0.6% | +1.5% | -0.9% | +0.2% |
| 30D | +4.0% | -5.2% | +9.2% | +5.1% |
| 3M | +18.2% | +11.1% | +7.1% | +13.3% |
| 6M | +32.8% | -13.4% | +46.2% | +35.3% |
| YTD | +28.7% | +0.1% | +28.7% | +25.2% |
| 1Y | +55.4% | -36.1% | +91.5% | +69.2% |
| 3Y | +135.2% | -44.1% | +179.3% | +156.3% |
| 5Y | +64.2% | -66.2% | +130.4% | +97.5% |
| All | +65.4% | -54.8% | +120.2% | +46.3% |
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