+862.9%
IVZ vs DGX
+8,858.2%
-7,995.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.5% |
| 7D | +0.6% | -2.3% | +3.0% | +1.6% |
| 30D | +4.0% | +0.6% | +3.5% | +3.7% |
| 3M | +18.2% | +21.4% | -3.2% | +8.6% |
| 6M | +32.8% | +14.7% | +18.1% | +24.8% |
| YTD | +28.7% | +38.4% | -9.7% | +11.6% |
| 1Y | +55.4% | +34.0% | +21.4% | +35.9% |
| 3Y | +135.2% | +92.7% | +42.5% | +74.8% |
| 5Y | +64.2% | +67.7% | -3.5% | +28.0% |
| 10Y | +64.6% | +248.0% | -183.4% | -6.2% |
| All | +862.9% | +8,858.2% | -7,995.4% | +157.3% |
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