+44.6%
IVZ vs BTG
+144.7%
-100.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.5% | +6.4% | +0.5% |
| 7D | +2.2% | +13.0% | -10.8% | +0.8% |
| 30D | -2.2% | +1.1% | -3.3% | -2.4% |
| 3M | -8.4% | +5.3% | -13.8% | -9.2% |
| 6M | +6.2% | +1.1% | +5.1% | +5.3% |
| YTD | +12.4% | +19.2% | -6.8% | +9.1% |
| 1Y | +26.0% | +31.5% | -5.5% | +21.1% |
| 3Y | +147.9% | +94.3% | +53.6% | +125.5% |
| 5Y | +38.8% | +41.8% | -3.0% | +27.5% |
| 10Y | +44.6% | +162.9% | -118.3% | +34.3% |
| All | +44.6% | +144.7% | -100.2% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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