+35.9%
IVZ vs DRI
+78.6%
-42.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.4% |
| 7D | +6.8% | +1.1% | +5.7% | +6.3% |
| 30D | +3.5% | +9.7% | -6.2% | -1.2% |
| 3M | -10.0% | +3.2% | -13.2% | -11.8% |
| 6M | +4.5% | +20.6% | -16.1% | -6.9% |
| YTD | +12.6% | +28.3% | -15.7% | -4.1% |
| 1Y | +24.4% | +34.5% | -10.1% | +2.8% |
| 3Y | +150.6% | +66.5% | +84.1% | +75.8% |
| All | +35.9% | +78.6% | -42.7% | -11.5% |
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