+223.4%
IVZ vs BNS
+1,470.7%
-1,247.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -2.4% | -2.2% | -0.2% | 0.0% |
| 30D | -11.2% | +5.1% | -16.3% | -15.5% |
| 3M | -14.0% | +4.7% | -18.7% | -18.4% |
| 6M | +0.5% | +19.0% | -18.6% | -16.5% |
| YTD | +5.4% | +28.2% | -22.7% | -19.1% |
| 1Y | +19.5% | +43.4% | -23.9% | -18.5% |
| 3Y | +128.7% | +143.1% | -14.4% | -9.9% |
| 5Y | +28.8% | +77.3% | -48.6% | -29.6% |
| 10Y | +52.3% | +183.5% | -131.2% | -47.4% |
| All | +223.4% | +1,470.7% | -1,247.3% | -84.3% |
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