+0.1%
DOW vs IVZ
+105.4%
-105.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -1.4% |
| 7D | +5.2% | +7.6% | -2.4% | +1.4% |
| 30D | +13.2% | +4.3% | +8.9% | +10.1% |
| 3M | +10.1% | -9.3% | +19.4% | +13.8% |
| 6M | -13.1% | +5.2% | -18.3% | -18.0% |
| YTD | +46.1% | +13.4% | +32.7% | +30.4% |
| 1Y | +50.0% | +25.4% | +24.6% | +27.0% |
| 3Y | -20.2% | +152.5% | -172.7% | -54.9% |
| 5Y | -27.7% | +36.7% | -64.4% | -45.9% |
| All | +0.1% | +105.4% | -105.3% | -42.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling