+26.0%
IVZ vs DD
+33.0%
-7.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.3% | -0.8% |
| 7D | +2.2% | +2.2% | -0.1% | +0.9% |
| 30D | -2.2% | +20.7% | -22.8% | -12.1% |
| 3M | -8.4% | +11.3% | -19.8% | -13.9% |
| 6M | +6.2% | +6.0% | +0.2% | +2.5% |
| YTD | +12.4% | +31.7% | -19.3% | -9.5% |
| 1Y | +26.0% | +32.2% | -6.2% | +1.3% |
| All | +26.0% | +33.0% | -7.0% | +1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling