+51.7%
IVZ vs BR
-30.9%
+82.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.3% | -1.9% |
| 7D | +1.1% | -5.9% | +7.0% | +1.7% |
| 30D | +3.1% | +1.9% | +1.2% | +2.9% |
| 3M | +18.2% | +14.7% | +3.5% | +16.6% |
| 6M | +38.6% | -12.8% | +51.4% | +41.5% |
| YTD | +25.9% | -23.0% | +48.9% | +36.5% |
| 1Y | +51.7% | -31.7% | +83.3% | +76.8% |
| All | +51.7% | -30.9% | +82.6% | +76.8% |
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