+62.8%
IVZ vs DGX
+66.8%
-4.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.0% |
| 7D | +1.1% | -0.3% | +1.4% | +1.2% |
| 30D | +3.1% | -1.2% | +4.3% | +3.5% |
| 3M | +18.2% | +19.9% | -1.7% | +10.7% |
| 6M | +38.6% | +19.2% | +19.4% | +29.9% |
| YTD | +25.9% | +37.5% | -11.6% | +11.3% |
| 1Y | +51.7% | +31.3% | +20.4% | +35.9% |
| 3Y | +138.7% | +96.6% | +42.0% | +73.4% |
| 5Y | +62.8% | +64.3% | -1.5% | +18.5% |
| All | +62.8% | +66.8% | -4.1% | +18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling