+24.8%
DG vs IVZ
+147.9%
-123.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | -3.0% | -2.8% | -0.2% | -2.8% |
| 30D | +8.6% | -2.2% | +10.8% | +8.7% |
| 3M | +15.0% | -8.1% | +23.1% | +15.7% |
| 6M | +32.7% | +3.8% | +28.9% | +32.0% |
| YTD | +5.5% | +11.5% | -6.0% | +4.0% |
| 1Y | +34.6% | +23.7% | +10.9% | +32.0% |
| All | +24.8% | +147.9% | -123.1% | +2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling