+1,104.4%
IVZ vs DRI
+6,572.2%
-5,467.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.3% |
| 7D | +0.6% | +0.6% | +0.1% | +0.3% |
| 30D | +4.0% | +3.8% | +0.2% | +2.0% |
| 3M | +18.2% | +13.0% | +5.2% | +10.9% |
| 6M | +32.8% | +8.3% | +24.5% | +26.8% |
| YTD | +28.7% | +20.6% | +8.1% | +16.6% |
| 1Y | +55.4% | +6.5% | +48.9% | +48.2% |
| 3Y | +135.2% | +53.7% | +81.5% | +87.5% |
| 5Y | +64.2% | +72.7% | -8.5% | +23.7% |
| 10Y | +64.6% | +363.2% | -298.5% | -26.5% |
| All | +1,104.4% | +6,572.2% | -5,467.9% | +154.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling