+27.4%
IVZ vs BR
+19.3%
+8.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +1.0% |
| 7D | -2.4% | +6.5% | -8.9% | -6.0% |
| 30D | -11.2% | +18.9% | -30.1% | -19.8% |
| 3M | -14.0% | +16.3% | -30.3% | -21.7% |
| 6M | +0.5% | +26.2% | -25.7% | -14.0% |
| YTD | +5.4% | -13.1% | +18.5% | +15.2% |
| 1Y | +19.5% | -10.5% | +29.9% | +27.5% |
| 3Y | +128.7% | +13.3% | +115.4% | +101.0% |
| All | +27.4% | +19.3% | +8.1% | -0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling