+65.1%
IVZ vs DVA
+40.3%
+24.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.8% |
| 7D | +0.6% | +1.8% | -1.2% | +0.3% |
| 30D | +4.0% | -2.5% | +6.5% | +4.5% |
| 3M | +18.2% | -4.3% | +22.4% | +18.2% |
| 6M | +32.8% | +18.9% | +14.0% | +25.9% |
| YTD | +28.7% | +61.9% | -33.2% | +12.2% |
| 1Y | +55.4% | +35.7% | +19.7% | +41.7% |
| 3Y | +135.2% | +78.6% | +56.6% | +92.7% |
| All | +65.1% | +40.3% | +24.8% | +50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling