+99.1%
DE vs IVZ
+36.0%
+63.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.1% | -1.5% |
| 7D | +0.3% | +7.6% | -7.3% | -1.9% |
| 30D | +3.6% | +4.3% | -0.8% | +2.0% |
| 3M | +10.2% | -9.3% | +19.6% | +12.9% |
| 6M | +16.6% | +5.2% | +11.3% | +13.6% |
| YTD | +45.8% | +13.4% | +32.4% | +37.7% |
| 1Y | +43.9% | +25.4% | +18.5% | +31.3% |
| 3Y | +89.6% | +152.5% | -62.9% | +32.0% |
| All | +99.1% | +36.0% | +63.1% | +67.3% |
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 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