-31.9%
DIS vs IVZ
+27.3%
-59.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +5.2% | -2.4% | +7.7% | +6.1% |
| 30D | +11.5% | -11.2% | +22.7% | +16.2% |
| 3M | +11.5% | -14.0% | +25.5% | +17.4% |
| 6M | +8.9% | +0.5% | +8.4% | +6.8% |
| YTD | +3.4% | +5.4% | -2.0% | -1.3% |
| 1Y | +7.2% | +19.5% | -12.3% | -3.1% |
| 3Y | +43.3% | +128.7% | -85.4% | -8.0% |
| All | -31.9% | +27.3% | -59.3% | -45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling