+1,104.4%
IVZ vs BIIB
+18,496.2%
-17,391.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.4% |
| 7D | +0.6% | +1.1% | -0.4% | +0.4% |
| 30D | +4.0% | +6.9% | -2.9% | +2.5% |
| 3M | +18.2% | +12.4% | +5.8% | +14.8% |
| 6M | +32.8% | +16.3% | +16.6% | +27.9% |
| YTD | +28.7% | +25.5% | +3.3% | +21.7% |
| 1Y | +55.4% | +57.8% | -2.4% | +39.5% |
| 3Y | +135.2% | -17.3% | +152.6% | +140.2% |
| 5Y | +64.2% | -33.8% | +98.0% | +72.2% |
| 10Y | +64.6% | -29.6% | +94.2% | +55.3% |
| All | +1,104.4% | +18,496.2% | -17,391.8% | +395.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling