+1,104.4%
IVZ vs DOC
+876.3%
+228.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +2.2% |
| 7D | +0.6% | -1.5% | +2.1% | +1.5% |
| 30D | +4.0% | -4.8% | +8.8% | +7.0% |
| 3M | +18.2% | +6.9% | +11.3% | +12.5% |
| 6M | +32.8% | +20.7% | +12.1% | +15.3% |
| YTD | +28.7% | +34.1% | -5.4% | +4.1% |
| 1Y | +55.4% | +22.6% | +32.7% | +32.1% |
| 3Y | +135.2% | +20.8% | +114.4% | +99.2% |
| 5Y | +64.2% | -24.9% | +89.1% | +85.9% |
| 10Y | +64.6% | -1.8% | +66.4% | +47.2% |
| All | +1,104.4% | +876.3% | +228.1% | +352.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling