+60.9%
IVZ vs DVA
+178.6%
-117.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -1.6% |
| 7D | +1.1% | +2.2% | -1.1% | +0.4% |
| 30D | +3.1% | -2.0% | +5.1% | +3.7% |
| 3M | +18.2% | -6.3% | +24.4% | +19.1% |
| 6M | +38.6% | +19.4% | +19.2% | +27.8% |
| YTD | +25.9% | +58.5% | -32.6% | +3.6% |
| 1Y | +51.7% | +33.9% | +17.8% | +32.3% |
| 3Y | +138.7% | +88.4% | +50.2% | +74.7% |
| 5Y | +62.8% | +39.5% | +23.3% | +29.3% |
| 10Y | +60.9% | +179.5% | -118.5% | -3.0% |
| All | +60.9% | +178.6% | -117.6% | -3.0% |
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 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