+128.7%
IVZ vs DAR
+13.0%
+115.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -3.1% | -5.0% | -7.2% |
| 7D | -6.7% | -8.1% | +1.4% | -4.7% |
| 30D | -10.9% | -17.1% | +6.3% | -6.7% |
| 3M | -14.8% | -12.3% | -2.6% | -12.8% |
| 6M | +2.4% | -21.8% | +24.2% | +7.9% |
| YTD | +5.4% | +40.8% | -35.4% | -7.6% |
| 1Y | +19.6% | +57.4% | -37.8% | +0.9% |
| All | +128.7% | +13.0% | +115.7% | +107.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling