+49.0%
IVZ vs DOC
+14.9%
+34.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.2% | -7.8% | -7.9% |
| 7D | -6.7% | +6.2% | -12.9% | -9.9% |
| 30D | -10.9% | +6.5% | -17.3% | -14.2% |
| 3M | -14.8% | -6.2% | -8.6% | -12.0% |
| 6M | +2.4% | +25.6% | -23.2% | -12.7% |
| YTD | +5.4% | +32.1% | -26.6% | -13.6% |
| 1Y | +19.6% | +20.3% | -0.7% | +3.6% |
| 3Y | +122.4% | +42.7% | +79.7% | +70.1% |
| 5Y | +28.8% | -22.2% | +50.9% | +42.5% |
| All | +49.0% | +14.9% | +34.1% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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