+726.5%
IWD vs IVZ
+211.9%
+514.6%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.0% |
| 7D | -0.3% | +0.6% | -0.9% | -0.5% |
| 30D | +0.6% | +4.0% | -3.4% | -0.7% |
| 3M | +7.2% | +18.2% | -11.0% | +1.2% |
| 6M | +16.2% | +32.8% | -16.6% | +5.2% |
| YTD | +23.3% | +28.7% | -5.4% | +12.3% |
| 1Y | +29.6% | +55.4% | -25.8% | +10.8% |
| 3Y | +70.5% | +135.2% | -64.8% | +23.6% |
| 5Y | +73.5% | +64.2% | +9.3% | +36.9% |
| 10Y | +198.3% | +64.6% | +133.7% | +114.1% |
| All | +726.5% | +211.9% | +514.6% | +320.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling