+740.6%
IVZ vs DGX
+9,699.2%
-8,958.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | 0.0% |
| 7D | +2.2% | +4.6% | -2.4% | +0.4% |
| 30D | -2.2% | +11.9% | -14.1% | -6.4% |
| 3M | -8.4% | +9.2% | -17.6% | -11.7% |
| 6M | +6.2% | +39.0% | -32.8% | -7.6% |
| YTD | +12.4% | +51.4% | -39.0% | -6.1% |
| 1Y | +26.0% | +42.6% | -16.6% | +7.7% |
| 3Y | +147.9% | +105.9% | +41.9% | +79.3% |
| 5Y | +38.8% | +96.6% | -57.8% | +1.5% |
| 10Y | +44.6% | +286.0% | -241.4% | -20.9% |
| All | +740.6% | +9,699.2% | -8,958.6% | +116.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling