+294.9%
IVZ vs BNS
+1,492.9%
-1,198.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +2.3% |
| 7D | +0.6% | +1.5% | -0.9% | -1.0% |
| 30D | +4.0% | +6.0% | -1.9% | -2.6% |
| 3M | +18.2% | +16.3% | +1.8% | +0.6% |
| 6M | +32.8% | +28.8% | +4.1% | +1.7% |
| YTD | +28.7% | +30.0% | -1.2% | -2.6% |
| 1Y | +55.4% | +50.7% | +4.7% | +0.6% |
| 3Y | +135.2% | +125.4% | +9.8% | -0.1% |
| 5Y | +64.2% | +94.2% | -30.0% | -18.1% |
| 10Y | +64.6% | +182.8% | -118.2% | -43.1% |
| All | +294.9% | +1,492.9% | -1,198.0% | -81.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling