+41.5%
IVZ vs BEN
+58.7%
-17.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +1.9% | +2.0% |
| 7D | +7.6% | +6.8% | +0.8% | +1.4% |
| 30D | +4.3% | +18.0% | -13.6% | -10.1% |
| 3M | -9.3% | +7.5% | -16.8% | -15.1% |
| 6M | +5.2% | +14.7% | -9.5% | -7.0% |
| YTD | +13.4% | +56.1% | -42.6% | -24.6% |
| 1Y | +25.4% | +69.6% | -44.2% | -22.6% |
| 3Y | +152.5% | +87.7% | +64.8% | +37.2% |
| 5Y | +36.7% | +28.6% | +8.1% | +5.5% |
| All | +41.5% | +58.7% | -17.2% | -16.9% |
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