+41.5%
IVZ vs DRI
+331.7%
-290.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.2% |
| 7D | +7.6% | +1.1% | +6.6% | +7.1% |
| 30D | +4.3% | +9.7% | -5.4% | -0.2% |
| 3M | -9.3% | +3.2% | -12.5% | -11.1% |
| 6M | +5.2% | +20.6% | -15.3% | -5.1% |
| YTD | +13.4% | +28.3% | -14.8% | -1.4% |
| 1Y | +25.4% | +34.5% | -9.2% | +6.3% |
| 3Y | +152.5% | +66.5% | +86.0% | +89.2% |
| 5Y | +36.7% | +79.6% | -43.0% | -1.9% |
| All | +41.5% | +331.7% | -290.2% | -30.3% |
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