+38.8%
IVZ vs DRI
+75.0%
-36.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | +0.1% |
| 7D | +2.2% | +4.2% | -2.1% | +0.1% |
| 30D | -2.2% | +15.7% | -17.9% | -9.3% |
| 3M | -8.4% | +5.8% | -14.2% | -11.5% |
| 6M | +6.2% | +18.4% | -12.3% | -4.4% |
| YTD | +12.4% | +28.2% | -15.8% | -4.2% |
| 1Y | +26.0% | +35.9% | -9.9% | +3.5% |
| 3Y | +147.9% | +67.7% | +80.1% | +73.1% |
| 5Y | +38.8% | +77.9% | -39.1% | -7.7% |
| All | +38.8% | +75.0% | -36.2% | -7.7% |
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