+50.5%
IVZ vs DRI
+370.8%
-320.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.5% | +5.2% | +6.0% |
| 7D | +4.1% | +3.1% | +1.0% | +2.6% |
| 30D | -2.0% | +16.2% | -18.3% | -8.9% |
| 3M | -7.8% | +8.4% | -16.2% | -11.8% |
| 6M | +6.3% | +19.0% | -12.7% | -3.5% |
| YTD | +12.6% | +28.8% | -16.3% | -2.4% |
| 1Y | +27.6% | +33.1% | -5.5% | +8.7% |
| 3Y | +154.0% | +70.8% | +83.3% | +87.9% |
| 5Y | +37.3% | +74.2% | -36.9% | -0.1% |
| 10Y | +50.5% | +345.5% | -295.0% | -29.0% |
| All | +50.5% | +370.8% | -320.2% | -29.0% |
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