+38.2%
IVZ vs DGX
+279.7%
-241.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -0.9% | -0.7% |
| 7D | +5.1% | +1.9% | +3.2% | +4.3% |
| 30D | -1.6% | +12.7% | -14.2% | -6.6% |
| 3M | -9.1% | +9.6% | -18.7% | -13.0% |
| 6M | +1.8% | +37.6% | -35.8% | -12.9% |
| YTD | +10.8% | +52.1% | -41.3% | -10.4% |
| 1Y | +19.1% | +41.3% | -22.2% | -0.3% |
| 3Y | +144.4% | +106.9% | +37.5% | +63.5% |
| 5Y | +33.6% | +90.7% | -57.1% | -8.4% |
| All | +38.2% | +279.7% | -241.5% | -37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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