+180.5%
IVZ vs IBN
+1,532.9%
-1,352.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.4% |
| 7D | +0.6% | +1.4% | -0.8% | +0.1% |
| 30D | +4.0% | -0.3% | +4.3% | +4.1% |
| 3M | +18.2% | +17.1% | +1.1% | +11.2% |
| 6M | +32.8% | +3.4% | +29.4% | +31.0% |
| YTD | +28.7% | +2.5% | +26.2% | +27.3% |
| 1Y | +55.4% | -4.2% | +59.5% | +57.1% |
| 3Y | +135.2% | +32.4% | +102.8% | +108.8% |
| 5Y | +64.2% | +59.2% | +5.0% | +36.2% |
| 10Y | +64.6% | +345.7% | -281.1% | -12.4% |
| All | +180.5% | +1,532.9% | -1,352.4% | -17.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling