+195.5%
IWD vs IVZ
+64.1%
+131.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -2.3% | -2.4% | +0.1% | -1.6% |
| 30D | -1.8% | +2.5% | -4.3% | -2.7% |
| 3M | +8.0% | +17.1% | -9.0% | +2.0% |
| 6M | +17.0% | +35.1% | -18.2% | +4.8% |
| YTD | +21.3% | +24.3% | -3.0% | +11.2% |
| 1Y | +27.9% | +48.7% | -20.7% | +10.1% |
| 3Y | +70.1% | +135.6% | -65.6% | +20.4% |
| 5Y | +74.2% | +60.3% | +13.8% | +36.2% |
| All | +195.5% | +64.1% | +131.4% | +103.3% |
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