+128.7%
IVZ vs BTG
+78.1%
+50.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -0.4% |
| 7D | -2.4% | +17.4% | -19.8% | -4.9% |
| 30D | -11.2% | +8.0% | -19.2% | -12.4% |
| 3M | -14.0% | +32.5% | -46.5% | -18.2% |
| 6M | +0.5% | +21.6% | -21.1% | -3.5% |
| YTD | +5.4% | +21.2% | -15.8% | +0.5% |
| 1Y | +19.5% | +43.9% | -24.4% | +11.2% |
| 3Y | +128.7% | +78.6% | +50.1% | +98.3% |
| All | +128.7% | +78.1% | +50.6% | +98.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling