+3,455.1%
DLR vs IVZ
+455.3%
+2,999.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.5% | -2.5% |
| 7D | +3.3% | +6.8% | -3.5% | +0.8% |
| 30D | +4.6% | +3.5% | +1.0% | +3.2% |
| 3M | -8.3% | -10.0% | +1.8% | -4.9% |
| 6M | -5.6% | +4.5% | -10.1% | -7.7% |
| YTD | +18.7% | +12.6% | +6.1% | +11.9% |
| 1Y | +17.1% | +24.4% | -7.3% | +6.3% |
| 3Y | +54.4% | +150.6% | -96.2% | +3.7% |
| 5Y | +36.5% | +35.7% | +0.8% | +11.8% |
| 10Y | +187.7% | +43.9% | +143.8% | +97.2% |
| All | +3,455.1% | +455.3% | +2,999.8% | +1,210.7% |
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