+851.5%
DE vs IVZ
+65.9%
+785.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.7% |
| 7D | -2.6% | -2.4% | -0.2% | -1.7% |
| 30D | +9.0% | +3.0% | +6.0% | +7.6% |
| 3M | +19.1% | +14.9% | +4.3% | +12.4% |
| 6M | +14.4% | +36.7% | -22.4% | +0.7% |
| YTD | +45.9% | +25.7% | +20.3% | +31.8% |
| 1Y | +43.6% | +47.7% | -4.1% | +21.3% |
| 3Y | +75.9% | +138.8% | -62.9% | +18.6% |
| 5Y | +98.8% | +62.1% | +36.7% | +49.8% |
| All | +851.5% | +65.9% | +785.6% | +571.8% |
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