+152.5%
IVZ vs DVA
+105.9%
+46.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.3% |
| 7D | +7.6% | -8.8% | +16.4% | +8.7% |
| 30D | +4.3% | -3.4% | +7.7% | +4.6% |
| 3M | -9.3% | -2.6% | -6.8% | -9.3% |
| 6M | +5.2% | -11.9% | +17.1% | +5.8% |
| YTD | +13.4% | +53.6% | -40.2% | +2.9% |
| 1Y | +25.4% | +41.9% | -16.5% | +16.0% |
| 3Y | +152.5% | +97.5% | +55.0% | +77.8% |
| All | +152.5% | +105.9% | +46.5% | +77.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling