+886.2%
IVZ vs BWA
+1,904.1%
-1,017.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -1.6% |
| 7D | -2.4% | -5.5% | +3.0% | +0.9% |
| 30D | -11.2% | -21.7% | +10.5% | +2.7% |
| 3M | -14.0% | -25.6% | +11.6% | +1.8% |
| 6M | +0.5% | -17.4% | +17.9% | +10.1% |
| YTD | +5.4% | +9.2% | -3.8% | -6.0% |
| 1Y | +19.5% | +9.7% | +9.7% | +5.9% |
| 3Y | +128.7% | +54.6% | +74.1% | +60.2% |
| 5Y | +28.8% | +26.8% | +2.0% | -0.3% |
| 10Y | +52.3% | +89.0% | -36.7% | -13.6% |
| All | +886.2% | +1,904.1% | -1,017.9% | +74.8% |
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