+44.6%
IVZ vs BG
+95.6%
-51.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.6% |
| 7D | +2.2% | +5.0% | -2.8% | +0.1% |
| 30D | -2.2% | -3.2% | +1.1% | -1.1% |
| 3M | -8.4% | -11.2% | +2.8% | -4.6% |
| 6M | +6.2% | -19.4% | +25.6% | +14.5% |
| YTD | +12.4% | +13.6% | -1.2% | +2.3% |
| 1Y | +26.0% | +7.3% | +18.7% | +17.7% |
| 3Y | +147.9% | +3.8% | +144.1% | +127.5% |
| 5Y | +38.8% | +23.2% | +15.6% | +10.7% |
| 10Y | +44.6% | +97.9% | -53.4% | -25.2% |
| All | +44.6% | +95.6% | -51.0% | -25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling