+65.4%
IVZ vs DRI
+361.6%
-296.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.4% |
| 7D | +0.6% | +0.6% | +0.1% | +0.3% |
| 30D | +4.0% | +3.8% | +0.2% | +1.8% |
| 3M | +18.2% | +13.0% | +5.2% | +10.4% |
| 6M | +32.8% | +8.3% | +24.5% | +26.3% |
| YTD | +28.7% | +20.6% | +8.1% | +15.6% |
| 1Y | +55.4% | +6.5% | +48.9% | +47.6% |
| 3Y | +135.2% | +53.7% | +81.5% | +83.7% |
| 5Y | +64.2% | +72.7% | -8.5% | +20.2% |
| All | +65.4% | +361.6% | -296.2% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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