+55.4%
IVZ vs BNS
+52.2%
+3.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.9% |
| 7D | +0.6% | +1.5% | -0.9% | -0.4% |
| 30D | +4.0% | +6.0% | -1.9% | -0.1% |
| 3M | +18.2% | +16.3% | +1.8% | +6.0% |
| 6M | +32.8% | +28.8% | +4.1% | +9.8% |
| YTD | +28.7% | +30.0% | -1.2% | +6.1% |
| 1Y | +55.4% | +50.7% | +4.7% | +17.1% |
| All | +55.4% | +52.2% | +3.2% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 1y: compounded portfolio wealth divided by compounded BNS 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…
1y analysis · Full analysis span regression · 6 months rolling