+235.7%
DIA vs IVZ
+43.7%
+192.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.2% | -0.6% |
| 7D | +2.1% | +7.6% | -5.5% | -0.3% |
| 30D | +1.5% | +4.3% | -2.9% | 0.0% |
| 3M | -2.4% | -9.3% | +6.9% | +0.4% |
| 6M | +6.0% | +5.2% | +0.7% | +3.4% |
| YTD | +10.1% | +13.4% | -3.4% | +4.2% |
| 1Y | +11.8% | +25.4% | -13.6% | +2.3% |
| 3Y | +59.7% | +152.5% | -92.8% | +12.4% |
| 5Y | +57.9% | +36.7% | +21.2% | +32.0% |
| All | +235.7% | +43.7% | +192.0% | +144.4% |
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