+38.2%
IVZ vs DAR
+307.1%
-268.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.7% | -1.5% |
| 7D | +5.1% | +9.2% | -4.1% | +1.2% |
| 30D | -1.6% | -12.3% | +10.7% | +3.8% |
| 3M | -9.1% | -12.7% | +3.6% | -4.8% |
| 6M | +1.8% | -12.8% | +14.5% | +5.8% |
| YTD | +10.8% | +53.8% | -42.9% | -11.4% |
| 1Y | +19.1% | +60.3% | -41.2% | -6.9% |
| 3Y | +144.4% | +31.7% | +112.7% | +95.4% |
| 5Y | +33.6% | -27.7% | +61.3% | +36.9% |
| All | +38.2% | +307.1% | -268.8% | -41.9% |
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