+951.4%
IVZ vs BWA
+1,971.5%
-1,020.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.9% |
| 3M | -8.4% | -27.0% | +18.6% | +9.8% |
| 6M | +6.2% | -17.3% | +23.5% | +16.4% |
| YTD | +12.4% | +12.9% | -0.5% | -1.7% |
| 1Y | +26.0% | +12.9% | +13.1% | +9.9% |
| 3Y | +147.9% | +62.1% | +85.8% | +68.7% |
| 5Y | +38.8% | +30.7% | +8.1% | +5.6% |
| 10Y | +44.6% | +89.2% | -44.6% | -17.8% |
| All | +951.4% | +1,971.5% | -1,020.1% | +82.8% |
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