+19.8%
IVZ vs DRI
+37.3%
-17.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -1.0% | -0.9% |
| 7D | -2.8% | -0.7% | -2.0% | -2.6% |
| 30D | -2.2% | +14.7% | -16.8% | -4.4% |
| 3M | -8.1% | +5.4% | -13.5% | -9.0% |
| 6M | +3.8% | +18.8% | -15.1% | -0.7% |
| YTD | +11.5% | +28.4% | -16.9% | +3.5% |
| All | +19.8% | +37.3% | -17.5% | +10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling