+175.5%
IVZ vs BR
+1,321.0%
-1,145.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.4% | +4.5% | +3.7% |
| 7D | +0.6% | -5.3% | +5.9% | +4.9% |
| 30D | +4.0% | +6.4% | -2.4% | -1.4% |
| 3M | +18.2% | +13.6% | +4.5% | +5.1% |
| 6M | +32.8% | -6.7% | +39.5% | +35.8% |
| YTD | +28.7% | -21.1% | +49.8% | +49.2% |
| 1Y | +55.4% | -29.6% | +84.9% | +96.7% |
| 3Y | +135.2% | -2.4% | +137.6% | +125.5% |
| 5Y | +64.2% | +11.2% | +52.9% | +38.4% |
| 10Y | +64.6% | +191.8% | -127.2% | -41.9% |
| All | +175.5% | +1,321.0% | -1,145.5% | -75.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling