+65.1%
IVZ vs BIIB
-33.3%
+98.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.0% |
| 3M | +18.2% | +12.4% | +5.8% | +13.5% |
| 6M | +32.8% | +16.3% | +16.6% | +25.9% |
| YTD | +28.7% | +25.5% | +3.3% | +18.7% |
| 1Y | +55.4% | +57.8% | -2.4% | +32.8% |
| 3Y | +135.2% | -17.3% | +152.6% | +138.3% |
| All | +65.1% | -33.3% | +98.5% | +76.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling