+1,104.4%
IVZ vs DAR
+568.6%
+535.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.2% |
| 7D | +0.6% | +1.4% | -0.7% | +0.4% |
| 30D | +4.0% | +12.8% | -8.8% | +2.3% |
| 3M | +18.2% | +7.4% | +10.8% | +16.9% |
| 6M | +32.8% | +22.3% | +10.6% | +29.1% |
| YTD | +28.7% | +81.1% | -52.3% | +19.2% |
| 1Y | +55.4% | +106.5% | -51.1% | +41.2% |
| 3Y | +135.2% | +5.3% | +129.9% | +129.3% |
| 5Y | +64.2% | -11.5% | +75.7% | +62.6% |
| 10Y | +64.6% | +353.3% | -288.7% | +38.0% |
| All | +1,104.4% | +568.6% | +535.8% | +871.8% |
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