+1,103.7%
DIA vs IVZ
+331.3%
+772.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +0.9% | +2.2% | -1.3% | +0.2% |
| 30D | +1.1% | -2.2% | +3.3% | +1.6% |
| 3M | -2.9% | -8.4% | +5.6% | -0.7% |
| 6M | +5.9% | +6.2% | -0.3% | +3.5% |
| YTD | +9.8% | +12.4% | -2.6% | +5.1% |
| 1Y | +11.7% | +26.0% | -14.3% | +3.5% |
| 3Y | +59.5% | +147.9% | -88.3% | +19.5% |
| 5Y | +57.5% | +38.8% | +18.8% | +34.9% |
| 10Y | +235.9% | +44.6% | +191.3% | +161.5% |
| All | +1,103.7% | +331.3% | +772.4% | +486.7% |
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