+153.0%
IVZ vs BTG
+392.0%
-239.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.2% |
| 7D | +0.6% | -0.9% | +1.5% | +0.7% |
| 30D | +4.0% | +36.8% | -32.8% | +1.4% |
| 3M | +18.2% | +23.1% | -4.9% | +16.0% |
| 6M | +32.8% | +3.5% | +29.4% | +31.7% |
| YTD | +28.7% | +25.5% | +3.3% | +25.7% |
| 1Y | +55.4% | +40.1% | +15.3% | +50.1% |
| 3Y | +135.2% | +101.1% | +34.1% | +119.3% |
| 5Y | +64.2% | +70.6% | -6.4% | +53.7% |
| 10Y | +64.6% | +152.1% | -87.5% | +46.3% |
| All | +153.0% | +392.0% | -239.0% | +58.4% |
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 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