+58.3%
IVZ vs DGX
+249.5%
-191.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.3% |
| 7D | -2.4% | -3.5% | +1.1% | -0.9% |
| 30D | +2.5% | -2.7% | +5.2% | +3.7% |
| 3M | +17.1% | +13.9% | +3.2% | +9.6% |
| 6M | +35.1% | +16.0% | +19.1% | +25.1% |
| YTD | +24.3% | +34.9% | -10.6% | +6.4% |
| 1Y | +48.7% | +30.6% | +18.1% | +28.6% |
| 3Y | +135.6% | +93.0% | +42.6% | +62.6% |
| 5Y | +60.3% | +64.4% | -4.1% | +18.4% |
| All | +58.3% | +249.5% | -191.2% | -23.8% |
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