+1,129.1%
DIA vs IVZ
+394.0%
+735.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.8% |
| 7D | -0.2% | +0.6% | -0.8% | -0.4% |
| 30D | -1.5% | +4.0% | -5.5% | -2.6% |
| 3M | +3.8% | +18.2% | -14.4% | -1.3% |
| 6M | +10.3% | +32.8% | -22.6% | +1.3% |
| YTD | +12.1% | +28.7% | -16.7% | +3.6% |
| 1Y | +18.6% | +55.4% | -36.7% | +3.8% |
| 3Y | +60.6% | +135.2% | -74.6% | +22.1% |
| 5Y | +64.4% | +64.2% | +0.2% | +34.3% |
| 10Y | +250.1% | +64.6% | +185.5% | +163.2% |
| All | +1,129.1% | +394.0% | +735.1% | +478.3% |
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 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