+30.7%
IVZ vs BR
-14.2%
+44.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.0% | +1.2% | +3.9% |
| 7D | +2.6% | +7.0% | -4.3% | +2.0% |
| 30D | -3.5% | +19.0% | -22.5% | -5.1% |
| 3M | -7.4% | +13.1% | -20.5% | -8.4% |
| 6M | +14.7% | +24.6% | -9.9% | +12.5% |
| YTD | +14.6% | -13.6% | +28.2% | +25.1% |
| 1Y | +30.7% | -13.1% | +43.8% | +44.6% |
| All | +30.7% | -14.2% | +44.9% | +44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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