+608.6%
DG vs IVZ
+128.8%
+479.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | -3.0% | -2.8% | -0.2% | -2.6% |
| 30D | +8.6% | -2.2% | +10.8% | +8.9% |
| 3M | +15.0% | -8.1% | +23.1% | +16.5% |
| 6M | +32.7% | +3.8% | +28.9% | +31.2% |
| YTD | +5.5% | +11.5% | -6.0% | +2.6% |
| 1Y | +34.6% | +23.7% | +10.9% | +28.7% |
| 3Y | +24.2% | +145.8% | -121.6% | +2.9% |
| 5Y | -32.3% | +36.1% | -68.4% | -38.8% |
| 10Y | +111.1% | +42.4% | +68.6% | +78.6% |
| All | +608.6% | +128.8% | +479.8% | +409.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling