+65.6%
IVZ vs DOC
+19.9%
+45.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.1% | +1.1% | +2.4% |
| 7D | +2.6% | +8.7% | -6.1% | -2.2% |
| 30D | -3.5% | +7.6% | -11.1% | -7.7% |
| 3M | -7.4% | -5.3% | -2.1% | -4.9% |
| 6M | +14.7% | +27.6% | -12.9% | -3.1% |
| YTD | +14.6% | +32.4% | -17.8% | -6.2% |
| 1Y | +30.7% | +22.9% | +7.8% | +11.7% |
| 3Y | +141.8% | +43.1% | +98.7% | +84.7% |
| 5Y | +40.2% | -21.4% | +61.6% | +54.3% |
| 10Y | +65.6% | +16.8% | +48.7% | +52.1% |
| All | +65.6% | +19.9% | +45.7% | +52.1% |
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