+33.6%
IVZ vs IBN
+72.7%
-39.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | +0.1% |
| 7D | +5.1% | +5.7% | -0.6% | +1.6% |
| 30D | -1.6% | +20.5% | -22.1% | -12.6% |
| 3M | -9.1% | +15.2% | -24.4% | -17.2% |
| 6M | +1.8% | +34.5% | -32.7% | -15.9% |
| YTD | +10.8% | +16.4% | -5.5% | -0.1% |
| 1Y | +19.1% | +13.5% | +5.6% | +8.9% |
| 3Y | +144.4% | +55.4% | +89.0% | +70.2% |
| 5Y | +33.6% | +73.1% | -39.5% | -17.3% |
| All | +33.6% | +72.7% | -39.2% | -17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling