+50.0%
DOW vs IVZ
+22.9%
+27.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -0.1% |
| 7D | +5.2% | +7.6% | -2.4% | +5.9% |
| 30D | +13.2% | +4.3% | +8.9% | +13.7% |
| 3M | +10.1% | -9.3% | +19.4% | +9.8% |
| 6M | -13.1% | +5.2% | -18.3% | -13.3% |
| YTD | +46.1% | +13.4% | +32.7% | +45.3% |
| 1Y | +50.0% | +25.4% | +24.6% | +39.5% |
| All | +50.0% | +22.9% | +27.2% | +39.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling