+50.5%
IVZ vs DVA
+212.5%
-161.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -3.0% | +9.8% | +7.7% |
| 7D | +4.1% | -0.1% | +4.2% | +4.0% |
| 30D | -2.0% | +3.5% | -5.5% | -3.3% |
| 3M | -7.8% | +1.0% | -8.8% | -8.7% |
| 6M | +6.3% | -6.6% | +12.9% | +6.6% |
| YTD | +12.6% | +63.3% | -50.8% | -8.8% |
| 1Y | +27.6% | +50.0% | -22.4% | +6.6% |
| 3Y | +154.0% | +120.1% | +34.0% | +76.3% |
| 5Y | +37.3% | +73.7% | -36.4% | -1.2% |
| 10Y | +50.5% | +212.7% | -162.2% | -16.3% |
| All | +50.5% | +212.5% | -161.9% | -16.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling