+886.2%
IVZ vs DAR
+420.0%
+466.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -3.1% | -5.0% | -7.6% |
| 7D | -6.7% | -8.1% | +1.4% | -5.7% |
| 30D | -10.9% | -17.1% | +6.3% | -8.9% |
| 3M | -14.8% | -12.3% | -2.6% | -13.7% |
| 6M | +2.4% | -21.8% | +24.2% | +5.0% |
| YTD | +5.4% | +40.8% | -35.4% | +0.5% |
| 1Y | +19.6% | +57.4% | -37.8% | +12.4% |
| 3Y | +122.4% | +12.1% | +110.3% | +115.4% |
| 5Y | +28.8% | -40.2% | +69.0% | +33.3% |
| 10Y | +52.3% | +280.1% | -227.8% | +30.6% |
| All | +886.2% | +420.0% | +466.2% | +719.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling