+65.1%
IVZ vs DD
+61.3%
+3.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.9% |
| 7D | +0.6% | -3.5% | +4.2% | +3.1% |
| 30D | +4.0% | -10.3% | +14.3% | +11.9% |
| 3M | +18.2% | -7.5% | +25.7% | +24.5% |
| 6M | +32.8% | -8.0% | +40.8% | +39.6% |
| YTD | +28.7% | +10.5% | +18.3% | +18.2% |
| 1Y | +55.4% | +38.3% | +17.1% | +20.3% |
| 3Y | +135.2% | +42.5% | +92.7% | +74.1% |
| All | +65.1% | +61.3% | +3.8% | +10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling