+65.1%
IVZ vs DOC
-24.5%
+89.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +2.1% |
| 7D | +0.6% | -1.5% | +2.1% | +1.4% |
| 30D | +4.0% | -4.8% | +8.8% | +6.7% |
| 3M | +18.2% | +6.9% | +11.3% | +12.8% |
| 6M | +32.8% | +20.7% | +12.1% | +16.5% |
| YTD | +28.7% | +34.1% | -5.4% | +4.8% |
| 1Y | +55.4% | +22.6% | +32.7% | +33.3% |
| 3Y | +135.2% | +20.8% | +114.4% | +100.2% |
| All | +65.1% | -24.5% | +89.6% | +79.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling