-10.8%
DOW vs IVZ
+133.1%
-143.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -3.6% |
| 7D | -2.4% | +0.6% | -3.0% | -2.8% |
| 30D | +0.4% | +4.0% | -3.6% | -1.9% |
| 3M | -14.4% | +18.2% | -32.6% | -22.4% |
| 6M | -7.0% | +32.8% | -39.8% | -21.8% |
| YTD | +30.2% | +28.7% | +1.5% | +10.6% |
| 1Y | +29.2% | +55.4% | -26.2% | -0.7% |
| 3Y | -36.7% | +135.2% | -171.9% | -62.3% |
| 5Y | -37.7% | +64.2% | -101.9% | -57.3% |
| All | -10.8% | +133.1% | -143.9% | -50.9% |
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