+99.4%
DE vs IVZ
+57.9%
+41.5%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | -2.4% | -2.4% | 0.0% | -1.7% |
| 30D | +9.7% | +2.5% | +7.2% | +8.7% |
| 3M | +21.4% | +17.1% | +4.3% | +15.1% |
| 6M | +15.0% | +35.1% | -20.1% | +4.0% |
| YTD | +46.4% | +24.3% | +22.1% | +35.1% |
| 1Y | +45.6% | +48.7% | -3.0% | +26.3% |
| 3Y | +76.8% | +135.6% | -58.9% | +27.2% |
| 5Y | +99.4% | +60.3% | +39.1% | +55.6% |
| All | +99.4% | +57.9% | +41.5% | +55.6% |
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