+73.6%
IWD vs IVZ
+63.4%
+10.2%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.2% |
| 7D | -0.2% | +1.1% | -1.3% | -0.5% |
| 30D | -0.8% | +3.1% | -3.9% | -1.7% |
| 3M | +8.0% | +18.2% | -10.1% | +2.3% |
| 6M | +18.2% | +38.6% | -20.4% | +6.3% |
| YTD | +22.3% | +25.9% | -3.6% | +12.8% |
| 1Y | +28.9% | +51.7% | -22.8% | +11.8% |
| 3Y | +71.5% | +138.7% | -67.1% | +24.2% |
| 5Y | +73.6% | +62.8% | +10.8% | +35.7% |
| All | +73.6% | +63.4% | +10.2% | +35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling