-10.2%
DOW vs IVZ
+125.0%
-135.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.1% |
| 7D | -2.4% | -2.4% | 0.0% | -1.3% |
| 30D | -4.1% | +2.5% | -6.6% | -5.6% |
| 3M | -12.4% | +17.1% | -29.5% | -20.3% |
| 6M | -10.6% | +35.1% | -45.8% | -25.6% |
| YTD | +31.1% | +24.3% | +6.8% | +13.2% |
| 1Y | +30.5% | +48.7% | -18.1% | +2.5% |
| 3Y | -34.4% | +135.6% | -170.0% | -61.1% |
| 5Y | -35.5% | +60.3% | -95.8% | -55.3% |
| All | -10.2% | +125.0% | -135.2% | -49.7% |
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 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