+44.6%
IVZ vs BLDR
+554.2%
-509.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.5% | +1.7% |
| 7D | +2.2% | -1.1% | +3.2% | +2.6% |
| 30D | -2.2% | +19.1% | -21.2% | -9.5% |
| 3M | -8.4% | -12.6% | +4.1% | -4.9% |
| 6M | +6.2% | -18.7% | +24.9% | +11.3% |
| YTD | +12.4% | -38.8% | +51.2% | +30.5% |
| 1Y | +26.0% | -41.2% | +67.2% | +48.0% |
| 3Y | +147.9% | -49.4% | +197.2% | +191.1% |
| 5Y | +38.8% | -6.0% | +44.7% | +17.9% |
| 10Y | +44.6% | +523.1% | -478.5% | -44.3% |
| All | +44.6% | +554.2% | -509.6% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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