+42.1%
DLR vs IVZ
+61.5%
-19.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | +2.9% | +1.2% | +1.7% | +2.5% |
| 30D | -1.2% | +1.8% | -2.9% | -1.8% |
| 3M | +2.9% | +15.7% | -12.8% | -2.0% |
| 6M | +6.7% | +36.3% | -29.7% | -3.8% |
| YTD | +23.9% | +24.9% | -1.1% | +14.2% |
| 1Y | +18.6% | +48.9% | -30.3% | +3.0% |
| 3Y | +59.7% | +136.8% | -77.1% | +13.5% |
| 5Y | +42.1% | +60.0% | -17.9% | +5.2% |
| All | +42.1% | +61.5% | -19.4% | +5.2% |
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 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