+27.4%
IVZ vs BEN
+19.4%
+8.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.7% | -4.7% | -4.1% |
| 7D | -2.4% | +6.6% | -9.1% | -7.8% |
| 30D | -11.2% | +3.8% | -15.1% | -14.1% |
| 3M | -14.0% | +0.2% | -14.2% | -14.1% |
| 6M | +0.5% | +10.4% | -10.0% | -7.9% |
| YTD | +5.4% | +46.2% | -40.7% | -24.9% |
| 1Y | +19.5% | +52.3% | -32.8% | -18.0% |
| 3Y | +128.7% | +65.9% | +62.8% | +40.9% |
| All | +27.4% | +19.4% | +8.0% | +4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling