+98.2%
DG vs IVZ
+65.9%
+32.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.1% |
| 7D | -6.5% | -2.4% | -4.1% | -6.1% |
| 30D | +4.2% | +3.0% | +1.1% | +3.7% |
| 3M | +9.5% | +14.9% | -5.4% | +7.0% |
| 6M | -13.1% | +36.7% | -49.9% | -17.5% |
| YTD | -4.8% | +25.7% | -30.5% | -8.7% |
| 1Y | +20.6% | +47.7% | -27.1% | +13.0% |
| 3Y | +4.9% | +138.8% | -133.9% | -10.7% |
| 5Y | -37.9% | +62.1% | -100.0% | -44.8% |
| All | +98.2% | +65.9% | +32.3% | +78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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