+357.1%
IVZ vs BLDR
+389.2%
-32.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | +1.2% |
| 7D | -2.4% | -3.7% | +1.2% | -1.6% |
| 30D | -11.2% | +16.8% | -28.0% | -15.4% |
| 3M | -14.0% | -13.7% | -0.2% | -11.3% |
| 6M | +0.5% | -21.9% | +22.3% | +5.2% |
| YTD | +5.4% | -39.2% | +44.6% | +17.4% |
| 1Y | +19.5% | -42.6% | +62.1% | +34.8% |
| 3Y | +128.7% | -50.2% | +178.9% | +160.8% |
| 5Y | +28.8% | -7.0% | +35.7% | +21.1% |
| 10Y | +52.3% | +584.2% | -531.9% | -18.7% |
| All | +357.1% | +389.2% | -32.1% | +56.5% |
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