+936.8%
IVZ vs BWA
+1,993.6%
-1,056.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | -0.2% |
| 7D | +5.1% | +7.3% | -2.1% | +0.8% |
| 30D | -1.6% | -15.8% | +14.3% | +9.1% |
| 3M | -9.1% | -25.7% | +16.6% | +7.8% |
| 6M | +1.8% | -19.6% | +21.4% | +13.5% |
| YTD | +10.8% | +14.1% | -3.2% | -3.7% |
| 1Y | +19.1% | +12.2% | +7.0% | +4.3% |
| 3Y | +144.4% | +63.8% | +80.6% | +65.3% |
| 5Y | +33.6% | +28.7% | +4.8% | +2.6% |
| 10Y | +41.7% | +95.8% | -54.1% | -21.1% |
| All | +936.8% | +1,993.6% | -1,056.8% | +79.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling