+128.0%
IVZ vs BIYA
-99.8%
+227.7%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.1% |
| 7D | +0.6% | +1.3% | -0.7% | +0.6% |
| 30D | +4.0% | -21.0% | +25.0% | +4.2% |
| 3M | +18.2% | -74.3% | +92.5% | +18.1% |
| 6M | +32.8% | -84.6% | +117.4% | +31.4% |
| YTD | +28.7% | -94.2% | +122.9% | +30.5% |
| 1Y | +55.4% | -98.2% | +153.6% | +63.9% |
| All | +128.0% | -99.8% | +227.7% | +149.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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