+50.5%
IVZ vs IBN
+368.7%
-318.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.7% | +5.1% | +6.0% |
| 7D | +4.1% | +14.6% | -10.5% | -2.5% |
| 30D | -2.0% | +23.5% | -25.6% | -11.5% |
| 3M | -7.8% | +14.0% | -21.8% | -13.6% |
| 6M | +6.3% | +31.1% | -24.8% | -6.7% |
| YTD | +12.6% | +16.6% | -4.0% | +4.1% |
| 1Y | +27.6% | +14.9% | +12.7% | +18.7% |
| 3Y | +154.0% | +56.9% | +97.1% | +101.1% |
| 5Y | +37.3% | +69.7% | -32.4% | +5.0% |
| 10Y | +50.5% | +365.4% | -314.8% | -19.9% |
| All | +50.5% | +368.7% | -318.1% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 10y: compounded portfolio wealth divided by compounded IBN 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…
10y analysis · Full analysis span regression · 6 months rolling