+140.3%
IVZ vs BIIB
-18.0%
+158.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.6% |
| 7D | +0.6% | +1.1% | -0.4% | +0.3% |
| 30D | +4.0% | +6.9% | -2.9% | +1.8% |
| 3M | +18.2% | +12.4% | +5.8% | +12.8% |
| 6M | +32.8% | +16.3% | +16.6% | +24.8% |
| YTD | +28.7% | +25.5% | +3.3% | +16.9% |
| 1Y | +55.4% | +57.8% | -2.4% | +28.0% |
| All | +140.3% | -18.0% | +158.3% | +156.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling