+65.1%
IVZ vs BEN
+39.3%
+25.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.5% | -2.4% | -1.9% |
| 7D | +0.6% | +0.2% | +0.4% | +0.4% |
| 30D | +4.0% | -0.5% | +4.5% | +4.4% |
| 3M | +18.2% | +9.7% | +8.5% | +9.2% |
| 6M | +32.8% | +33.9% | -1.1% | +3.0% |
| YTD | +28.7% | +49.0% | -20.2% | -8.9% |
| 1Y | +55.4% | +42.1% | +13.3% | +14.0% |
| 3Y | +135.2% | +51.9% | +83.3% | +60.3% |
| All | +65.1% | +39.3% | +25.8% | +14.9% |
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