+107.2%
IVZ vs BTG
+375.3%
-268.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -0.2% |
| 7D | -2.4% | +17.4% | -19.8% | -3.7% |
| 30D | -11.2% | +8.0% | -19.2% | -11.8% |
| 3M | -14.0% | +32.5% | -46.5% | -16.1% |
| 6M | +0.5% | +21.6% | -21.1% | -1.5% |
| YTD | +5.4% | +21.2% | -15.8% | +3.0% |
| 1Y | +19.5% | +43.9% | -24.4% | +15.3% |
| 3Y | +128.7% | +78.6% | +50.1% | +114.8% |
| 5Y | +28.8% | +48.8% | -20.1% | +21.4% |
| 10Y | +52.3% | +136.8% | -84.5% | +36.1% |
| All | +107.2% | +375.3% | -268.1% | +29.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling