+138.8%
IVZ vs BRKR
-11.8%
+150.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | -2.4% | -8.7% | +6.3% | -0.6% |
| 30D | +3.0% | -9.9% | +12.9% | +5.0% |
| 3M | +14.9% | -3.1% | +18.0% | +13.4% |
| 6M | +36.7% | +45.5% | -8.8% | +20.3% |
| YTD | +25.7% | +13.7% | +12.0% | +17.0% |
| 1Y | +47.7% | +67.4% | -19.7% | +24.1% |
| 3Y | +138.8% | -13.2% | +152.0% | +117.2% |
| All | +138.8% | -11.8% | +150.6% | +117.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 3y: compounded portfolio wealth divided by compounded BRKR 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…
3y analysis · Full analysis span regression · 6 months rolling