-35.9%
DOW vs IVZ
+61.5%
-97.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.3% |
| 7D | -6.0% | +1.2% | -7.2% | -6.5% |
| 30D | -2.7% | +1.8% | -4.5% | -3.7% |
| 3M | -10.5% | +15.7% | -26.2% | -16.7% |
| 6M | -12.4% | +36.3% | -48.8% | -25.1% |
| YTD | +30.0% | +24.9% | +5.1% | +15.2% |
| 1Y | +27.8% | +48.9% | -21.1% | +4.2% |
| 3Y | -34.9% | +136.8% | -171.7% | -58.4% |
| 5Y | -35.9% | +60.0% | -95.8% | -53.8% |
| All | -35.9% | +61.5% | -97.3% | -53.8% |
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