+62.8%
IVZ vs BG
+84.8%
-22.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.4% | -6.6% | -3.4% |
| 7D | +1.1% | +2.4% | -1.3% | +0.3% |
| 30D | +3.1% | +15.0% | -11.9% | -1.3% |
| 3M | +18.2% | -0.7% | +18.8% | +17.8% |
| 6M | +38.6% | +7.5% | +31.1% | +34.2% |
| YTD | +25.9% | +41.6% | -15.7% | +10.9% |
| 1Y | +51.7% | +50.7% | +1.0% | +30.0% |
| 3Y | +138.7% | +20.3% | +118.4% | +118.0% |
| 5Y | +62.8% | +85.2% | -22.4% | +0.1% |
| All | +62.8% | +84.8% | -22.0% | +0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling