+44.6%
IVZ vs BBWI
-44.4%
+89.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +2.2% | -4.2% | +6.4% | +3.5% |
| 30D | -2.2% | +24.9% | -27.0% | -8.4% |
| 3M | -8.4% | +13.2% | -21.6% | -12.5% |
| 6M | +6.2% | +12.1% | -5.9% | +0.6% |
| YTD | +12.4% | +11.1% | +1.3% | +5.4% |
| 1Y | +26.0% | +0.7% | +25.3% | +19.6% |
| 3Y | +147.9% | -23.8% | +171.6% | +145.7% |
| 5Y | +38.8% | -66.9% | +105.7% | +66.7% |
| 10Y | +44.6% | -45.3% | +89.9% | +19.4% |
| All | +44.6% | -44.4% | +89.0% | +19.4% |
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