+666.3%
DIS vs IVZ
+1,117.8%
-451.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -2.1% |
| 7D | -2.6% | +0.6% | -3.2% | -2.8% |
| 30D | +3.5% | +4.0% | -0.5% | +2.0% |
| 3M | +6.8% | +18.2% | -11.4% | +0.4% |
| 6M | +3.0% | +32.8% | -29.8% | -7.3% |
| YTD | -6.7% | +28.7% | -35.5% | -15.4% |
| 1Y | -10.1% | +55.4% | -65.5% | -23.7% |
| 3Y | +33.0% | +135.2% | -102.2% | -4.6% |
| 5Y | -40.0% | +64.2% | -104.2% | -52.4% |
| 10Y | +21.1% | +64.6% | -43.6% | -13.0% |
| All | +666.3% | +1,117.8% | -451.5% | +180.9% |
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