+87.9%
IVZ vs BG
+928.0%
-840.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | -2.4% | +2.5% | -5.0% | -3.6% |
| 30D | -11.2% | -6.1% | -5.1% | -9.1% |
| 3M | -14.0% | -8.5% | -5.5% | -11.5% |
| 6M | +0.5% | -20.4% | +20.9% | +9.0% |
| YTD | +5.4% | +13.3% | -7.8% | -3.3% |
| 1Y | +19.5% | +7.3% | +12.2% | +12.1% |
| 3Y | +128.7% | +2.6% | +126.1% | +111.9% |
| 5Y | +28.8% | +22.0% | +6.8% | +6.3% |
| 10Y | +52.3% | +91.8% | -39.4% | -4.0% |
| All | +87.9% | +928.0% | -840.1% | -23.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling