+140.3%
IVZ vs BWA
+71.5%
+68.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.7% | 0.0% |
| 7D | +0.6% | +5.7% | -5.0% | -1.6% |
| 30D | +4.0% | +1.4% | +2.6% | +3.2% |
| 3M | +18.2% | -12.1% | +30.3% | +23.9% |
| 6M | +32.8% | +28.6% | +4.3% | +18.1% |
| YTD | +28.7% | +51.1% | -22.3% | +2.5% |
| 1Y | +55.4% | +55.9% | -0.5% | +21.1% |
| All | +140.3% | +71.5% | +68.8% | +63.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling