+203.2%
IWD vs IVZ
+45.7%
+157.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | +1.6% | +2.2% | -0.6% | +0.7% |
| 30D | +3.6% | -2.2% | +5.8% | +4.1% |
| 3M | +2.0% | -8.4% | +10.5% | +4.6% |
| 6M | +13.1% | +6.2% | +6.9% | +9.7% |
| YTD | +26.2% | +12.4% | +13.8% | +19.3% |
| 1Y | +29.6% | +26.0% | +3.6% | +17.6% |
| 3Y | +84.3% | +147.9% | -63.5% | +27.7% |
| 5Y | +73.4% | +38.8% | +34.7% | +42.6% |
| All | +203.2% | +45.7% | +157.6% | +114.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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