+41.5%
IVZ vs IBN
+385.6%
-344.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.2% |
| 7D | +7.6% | +1.9% | +5.7% | +6.7% |
| 30D | +4.3% | +22.1% | -17.8% | -5.3% |
| 3M | -9.3% | +17.1% | -26.4% | -16.1% |
| 6M | +5.2% | +35.5% | -30.3% | -9.1% |
| YTD | +13.4% | +16.8% | -3.4% | +4.8% |
| 1Y | +25.4% | +12.4% | +13.0% | +17.8% |
| 3Y | +152.5% | +58.0% | +94.5% | +98.9% |
| 5Y | +36.7% | +73.7% | -37.0% | +3.3% |
| All | +41.5% | +385.6% | -344.1% | -26.6% |
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