+1,104.4%
IVZ vs BEN
+1,255.0%
-150.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.5% | -2.4% | -1.6% |
| 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% | +10.0% |
| 6M | +32.8% | +33.9% | -1.1% | +5.5% |
| YTD | +28.7% | +49.0% | -20.2% | -5.8% |
| 1Y | +55.4% | +42.1% | +13.3% | +17.5% |
| 3Y | +135.2% | +51.9% | +83.3% | +66.8% |
| 5Y | +64.2% | +39.0% | +25.1% | +25.2% |
| 10Y | +64.6% | +57.9% | +6.7% | +14.8% |
| All | +1,104.4% | +1,255.0% | -150.6% | +307.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling