+60.9%
IVZ vs BR
+183.7%
-122.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.3% | -0.6% |
| 7D | +1.1% | -5.9% | +7.0% | +5.1% |
| 30D | +3.1% | +1.9% | +1.2% | +1.5% |
| 3M | +18.2% | +14.7% | +3.5% | +6.5% |
| 6M | +38.6% | -12.8% | +51.4% | +49.2% |
| YTD | +25.9% | -23.0% | +48.9% | +46.8% |
| 1Y | +51.7% | -31.7% | +83.3% | +92.3% |
| 3Y | +138.7% | -4.8% | +143.4% | +135.7% |
| 5Y | +62.8% | +7.8% | +55.0% | +43.9% |
| 10Y | +60.9% | +184.1% | -123.1% | -10.4% |
| All | +60.9% | +183.7% | -122.8% | -10.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling