+65.4%
IVZ vs DAR
+352.7%
-287.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.5% |
| 7D | +0.6% | +1.4% | -0.7% | -0.1% |
| 30D | +4.0% | +12.8% | -8.8% | -1.9% |
| 3M | +18.2% | +7.4% | +10.8% | +13.3% |
| 6M | +32.8% | +22.3% | +10.6% | +19.3% |
| YTD | +28.7% | +81.1% | -52.3% | -3.4% |
| 1Y | +55.4% | +106.5% | -51.1% | +8.2% |
| 3Y | +135.2% | +5.3% | +129.9% | +113.1% |
| 5Y | +64.2% | -11.5% | +75.7% | +54.1% |
| All | +65.4% | +352.7% | -287.3% | -33.7% |
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