+458.3%
IVZ vs BLDR
+414.6%
+43.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.5% | -1.4% | +0.4% |
| 7D | +0.6% | -2.8% | +3.5% | +1.4% |
| 30D | +4.0% | -13.3% | +17.3% | +7.8% |
| 3M | +18.2% | -12.3% | +30.4% | +21.0% |
| 6M | +32.8% | -31.5% | +64.3% | +44.8% |
| YTD | +28.7% | -36.1% | +64.8% | +42.5% |
| 1Y | +55.4% | -54.1% | +109.5% | +87.2% |
| 3Y | +135.2% | -55.8% | +191.0% | +178.1% |
| 5Y | +64.2% | +20.7% | +43.5% | +44.9% |
| 10Y | +64.6% | +390.2% | -325.6% | -4.5% |
| All | +458.3% | +414.6% | +43.6% | +89.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling