+140.3%
IVZ vs BBWI
-43.7%
+184.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +35.8% |
| YTD | +28.7% | +0.1% | +28.7% | +25.3% |
| 1Y | +55.4% | -36.1% | +91.5% | +73.5% |
| All | +140.3% | -43.7% | +184.0% | +162.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling