+63.4%
IVZ vs BTG
+147.2%
-83.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.4% | -0.9% |
| 7D | +1.2% | +2.4% | -1.2% | +0.9% |
| 30D | +1.8% | +9.5% | -7.7% | +0.8% |
| 3M | +15.7% | +38.5% | -22.8% | +11.7% |
| 6M | +36.3% | +5.6% | +30.7% | +34.5% |
| YTD | +24.9% | +23.9% | +1.0% | +21.1% |
| 1Y | +48.9% | +32.1% | +16.8% | +43.0% |
| 3Y | +136.8% | +103.2% | +33.6% | +115.6% |
| 5Y | +60.0% | +79.7% | -19.8% | +46.1% |
| 10Y | +63.4% | +159.1% | -95.8% | +50.4% |
| All | +63.4% | +147.2% | -83.9% | +50.4% |
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