+39.0%
IVZ vs DVA
+208.2%
-169.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.2% | -1.5% |
| 7D | -2.8% | -4.8% | +2.0% | -1.5% |
| 30D | -2.2% | +0.9% | -3.1% | -2.8% |
| 3M | -8.1% | +2.9% | -11.0% | -9.5% |
| 6M | +3.8% | -7.8% | +11.5% | +4.4% |
| YTD | +11.5% | +61.5% | -50.1% | -9.4% |
| 1Y | +23.7% | +50.1% | -26.4% | +3.2% |
| 3Y | +145.8% | +121.1% | +24.7% | +70.2% |
| 5Y | +36.1% | +72.9% | -36.8% | -2.0% |
| All | +39.0% | +208.2% | -169.2% | -21.9% |
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