+27.4%
IVZ vs IBN
+68.5%
-41.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.2% | -4.2% | -2.5% |
| 7D | -2.4% | +15.1% | -17.5% | -10.8% |
| 30D | -11.2% | +21.6% | -32.9% | -21.7% |
| 3M | -14.0% | +11.2% | -25.2% | -19.9% |
| 6M | +0.5% | +27.8% | -27.3% | -14.3% |
| YTD | +5.4% | +14.7% | -9.2% | -4.2% |
| 1Y | +19.5% | +14.4% | +5.0% | +8.6% |
| 3Y | +128.7% | +52.1% | +76.6% | +61.6% |
| All | +27.4% | +68.5% | -41.1% | -19.5% |
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