+37.2%
DIS vs IVZ
+152.3%
-115.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.7% | -0.1% |
| 7D | +1.9% | +7.6% | -5.7% | -0.3% |
| 30D | +9.2% | +4.3% | +4.8% | +7.6% |
| 3M | +13.5% | -9.3% | +22.9% | +16.3% |
| 6M | +14.3% | +5.2% | +9.0% | +11.1% |
| YTD | +5.4% | +13.4% | -8.1% | -0.7% |
| 1Y | +12.2% | +25.4% | -13.2% | +1.9% |
| 3Y | +37.2% | +152.5% | -115.3% | -2.2% |
| All | +37.2% | +152.3% | -115.1% | -2.2% |
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