+1,104.4%
IVZ vs BWA
+2,673.2%
-1,568.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.7% | -0.6% |
| 7D | +0.6% | +5.7% | -5.0% | -2.7% |
| 30D | +4.0% | +1.4% | +2.6% | +2.7% |
| 3M | +18.2% | -12.1% | +30.3% | +26.4% |
| 6M | +32.8% | +28.6% | +4.3% | +11.7% |
| YTD | +28.7% | +51.1% | -22.3% | -5.1% |
| 1Y | +55.4% | +55.9% | -0.5% | +11.5% |
| 3Y | +135.2% | +70.1% | +65.1% | +55.0% |
| 5Y | +64.2% | +90.7% | -26.5% | -0.4% |
| 10Y | +64.6% | +154.0% | -89.4% | -21.6% |
| All | +1,104.4% | +2,673.2% | -1,568.8% | +76.5% |
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