+30.7%
IVZ vs DVA
+62.2%
-31.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.8% | -1.6% | +4.1% |
| 7D | +2.6% | +4.7% | -2.1% | +2.6% |
| 30D | -3.5% | +7.8% | -11.3% | -3.5% |
| 3M | -7.4% | -15.5% | +8.1% | -7.6% |
| 6M | +14.7% | +25.0% | -10.3% | +14.3% |
| YTD | +14.6% | +69.6% | -55.0% | +15.0% |
| 1Y | +30.7% | +60.6% | -29.9% | +34.0% |
| All | +30.7% | +62.2% | -31.5% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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