+42.4%
IVZ vs DD
+99.0%
-56.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.3% |
| 7D | -2.8% | +3.2% | -6.0% | -4.8% |
| 30D | -2.2% | +20.3% | -22.4% | -14.4% |
| 3M | -8.1% | +8.2% | -16.3% | -13.6% |
| 6M | +3.8% | +3.4% | +0.4% | +0.6% |
| YTD | +11.5% | +30.6% | -19.2% | -9.8% |
| 1Y | +23.7% | +30.6% | -6.9% | +0.1% |
| 3Y | +145.8% | +91.1% | +54.7% | +45.6% |
| 5Y | +36.1% | +68.6% | -32.5% | -12.6% |
| 10Y | +42.4% | +99.9% | -57.4% | -31.8% |
| All | +42.4% | +99.0% | -56.5% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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