+60.9%
IVZ vs BIIB
-31.7%
+92.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.8% | +1.6% | -1.4% |
| 7D | +1.1% | -1.6% | +2.7% | +1.4% |
| 30D | +3.1% | +2.2% | +0.9% | +2.6% |
| 3M | +18.2% | +10.3% | +7.9% | +15.2% |
| 6M | +38.6% | +14.9% | +23.7% | +33.7% |
| YTD | +25.9% | +20.7% | +5.2% | +19.8% |
| 1Y | +51.7% | +50.3% | +1.3% | +37.2% |
| 3Y | +138.7% | -18.0% | +156.6% | +142.4% |
| 5Y | +62.8% | -33.9% | +96.7% | +69.0% |
| 10Y | +60.9% | -30.9% | +91.9% | +54.3% |
| All | +60.9% | -31.7% | +92.7% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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