+152.5%
IVZ vs DGX
+106.7%
+45.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +7.6% | +1.6% | +6.1% | +7.4% |
| 30D | +4.3% | +11.2% | -6.9% | +2.9% |
| 3M | -9.3% | +10.4% | -19.7% | -10.5% |
| 6M | +5.2% | +37.1% | -31.8% | +0.3% |
| YTD | +13.4% | +52.1% | -38.7% | +5.6% |
| 1Y | +25.4% | +40.7% | -15.3% | +18.7% |
| 3Y | +152.5% | +107.6% | +44.9% | +113.0% |
| All | +152.5% | +106.7% | +45.8% | +113.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling