+100.8%
DG vs IVZ
+43.7%
+57.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -0.7% |
| 7D | +0.3% | +7.6% | -7.3% | -0.8% |
| 30D | +3.2% | +4.3% | -1.1% | +2.5% |
| 3M | +10.4% | -9.3% | +19.8% | +11.9% |
| 6M | +33.2% | +5.2% | +27.9% | +31.6% |
| YTD | +3.0% | +13.4% | -10.5% | +0.2% |
| 1Y | +31.2% | +25.4% | +5.8% | +25.9% |
| 3Y | +21.8% | +152.5% | -130.7% | +2.6% |
| 5Y | -35.0% | +36.7% | -71.7% | -40.5% |
| All | +100.8% | +43.7% | +57.1% | +87.2% |
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