+44.6%
IVZ vs BEN
+55.0%
-10.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -1.2% |
| 7D | +2.2% | +12.1% | -10.0% | -7.9% |
| 30D | -2.2% | +13.4% | -15.6% | -12.6% |
| 3M | -8.4% | +9.4% | -17.8% | -15.5% |
| 6M | +6.2% | +19.3% | -13.1% | -9.4% |
| YTD | +12.4% | +57.3% | -44.9% | -25.7% |
| 1Y | +26.0% | +69.1% | -43.1% | -22.0% |
| 3Y | +147.9% | +85.6% | +62.2% | +36.2% |
| 5Y | +38.8% | +32.9% | +5.8% | +4.0% |
| 10Y | +44.6% | +58.3% | -13.8% | -16.1% |
| All | +44.6% | +55.0% | -10.4% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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