+50.5%
IVZ vs DAR
+288.2%
-237.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.7% | +2.1% | +4.8% |
| 7D | +4.1% | -2.8% | +6.9% | +5.4% |
| 30D | -2.0% | -12.8% | +10.8% | +3.6% |
| 3M | -7.8% | -11.6% | +3.7% | -4.0% |
| 6M | +6.3% | -16.8% | +23.1% | +12.8% |
| YTD | +12.6% | +45.9% | -33.4% | -7.9% |
| 1Y | +27.6% | +61.5% | -33.8% | -0.6% |
| 3Y | +154.0% | +23.0% | +131.1% | +109.7% |
| 5Y | +37.3% | -35.8% | +73.1% | +49.1% |
| 10Y | +50.5% | +280.4% | -229.8% | -34.6% |
| All | +50.5% | +288.2% | -237.7% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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