+36.1%
IVZ vs BEN
+32.3%
+3.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -0.9% |
| 7D | -2.8% | +7.2% | -9.9% | -8.5% |
| 30D | -2.2% | +14.1% | -16.3% | -12.8% |
| 3M | -8.1% | +9.9% | -18.0% | -15.4% |
| 6M | +3.8% | +17.4% | -13.6% | -9.8% |
| YTD | +11.5% | +57.3% | -45.8% | -25.5% |
| 1Y | +23.7% | +66.9% | -43.2% | -21.5% |
| 3Y | +145.8% | +85.7% | +60.1% | +36.6% |
| 5Y | +36.1% | +31.2% | +4.9% | +3.9% |
| All | +36.1% | +32.3% | +3.8% | +3.9% |
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