+58.3%
IVZ vs BG
+171.4%
-113.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.9% |
| 7D | -2.4% | +3.7% | -6.1% | -4.0% |
| 30D | +2.5% | +12.3% | -9.8% | -3.0% |
| 3M | +17.1% | -2.2% | +19.3% | +17.1% |
| 6M | +35.1% | +5.3% | +29.8% | +29.8% |
| YTD | +24.3% | +42.4% | -18.1% | +3.5% |
| 1Y | +48.7% | +55.2% | -6.5% | +17.8% |
| 3Y | +135.6% | +21.0% | +114.7% | +104.9% |
| 5Y | +60.3% | +87.1% | -26.8% | +5.6% |
| All | +58.3% | +171.4% | -113.1% | -23.6% |
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