+44.6%
IVZ vs BWA
+95.2%
-50.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +1.0% |
| 7D | +2.2% | -2.4% | +4.6% | +3.7% |
| 30D | -2.2% | -17.7% | +15.5% | +9.6% |
| 3M | -8.4% | -27.0% | +18.6% | +9.4% |
| 6M | +6.2% | -17.3% | +23.5% | +16.1% |
| YTD | +12.4% | +12.9% | -0.5% | -2.6% |
| 1Y | +26.0% | +12.9% | +13.1% | +8.9% |
| 3Y | +147.9% | +62.1% | +85.8% | +64.3% |
| 5Y | +38.8% | +30.7% | +8.1% | +2.6% |
| 10Y | +44.6% | +89.2% | -44.6% | -17.9% |
| All | +44.6% | +95.2% | -50.6% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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