+38.2%
IVZ vs DRI
+330.2%
-291.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.3% |
| 7D | +5.1% | -0.3% | +5.5% | +5.3% |
| 30D | -1.6% | +10.8% | -12.4% | -6.3% |
| 3M | -9.1% | +0.9% | -10.0% | -10.0% |
| 6M | +1.8% | +16.3% | -14.5% | -6.6% |
| YTD | +10.8% | +27.8% | -16.9% | -3.5% |
| 1Y | +19.1% | +33.9% | -14.7% | +1.2% |
| 3Y | +144.4% | +67.2% | +77.2% | +82.7% |
| 5Y | +33.6% | +79.0% | -45.4% | -4.0% |
| All | +38.2% | +330.2% | -291.9% | -31.8% |
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