+27.4%
IVZ vs DAR
-41.1%
+68.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.3% |
| 7D | -2.4% | -9.9% | +7.5% | +1.0% |
| 30D | -11.2% | -16.4% | +5.2% | -6.1% |
| 3M | -14.0% | -17.1% | +3.1% | -9.4% |
| 6M | +0.5% | -20.5% | +20.9% | +6.9% |
| YTD | +5.4% | +39.4% | -34.0% | -9.3% |
| 1Y | +19.5% | +57.2% | -37.8% | -2.1% |
| 3Y | +128.7% | +13.9% | +114.8% | +101.8% |
| All | +27.4% | -41.1% | +68.4% | +51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling