+27.4%
IVZ vs DRI
+74.0%
-46.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.5% |
| 7D | -2.4% | +2.8% | -5.3% | -3.8% |
| 30D | -11.2% | +13.3% | -24.5% | -16.8% |
| 3M | -14.0% | +8.2% | -22.2% | -18.0% |
| 6M | +0.5% | +17.5% | -17.1% | -9.2% |
| YTD | +5.4% | +26.9% | -21.5% | -9.7% |
| 1Y | +19.5% | +31.6% | -12.1% | -0.1% |
| 3Y | +128.7% | +67.0% | +61.7% | +60.0% |
| All | +27.4% | +74.0% | -46.6% | -14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling