+886.2%
IVZ vs DD
+789.6%
+96.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.7% |
| 7D | -2.4% | +4.6% | -7.1% | -5.4% |
| 30D | -11.2% | +11.8% | -23.0% | -17.5% |
| 3M | -14.0% | +2.2% | -16.1% | -15.6% |
| 6M | +0.5% | -1.6% | +2.1% | +0.8% |
| YTD | +5.4% | +23.0% | -17.6% | -9.0% |
| 1Y | +19.5% | +26.9% | -7.5% | +1.1% |
| 3Y | +128.7% | +77.9% | +50.8% | +52.7% |
| 5Y | +28.8% | +59.9% | -31.1% | -8.3% |
| 10Y | +52.3% | +90.1% | -37.7% | -7.0% |
| All | +886.2% | +789.6% | +96.6% | +170.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling