+37.0%
IVZ vs BEN
+28.2%
+8.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +1.9% | +2.0% |
| 7D | +7.6% | +6.8% | +0.8% | +1.6% |
| 30D | +4.3% | +18.0% | -13.6% | -9.7% |
| 3M | -9.3% | +7.5% | -16.8% | -14.9% |
| 6M | +5.2% | +14.7% | -9.5% | -6.7% |
| YTD | +13.4% | +56.1% | -42.6% | -23.7% |
| 1Y | +25.4% | +69.6% | -44.2% | -21.6% |
| 3Y | +152.5% | +87.7% | +64.8% | +38.8% |
| All | +37.0% | +28.2% | +8.7% | +5.8% |
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