+8,855.7%
DE vs IVZ
+1,090.9%
+7,764.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.1% |
| 7D | +0.7% | +1.1% | -0.4% | +0.3% |
| 30D | +9.6% | +3.1% | +6.6% | +8.3% |
| 3M | +19.0% | +18.2% | +0.8% | +12.0% |
| 6M | +16.1% | +38.6% | -22.6% | +3.3% |
| YTD | +47.0% | +25.9% | +21.1% | +34.3% |
| 1Y | +43.1% | +51.7% | -8.5% | +22.4% |
| 3Y | +77.5% | +138.7% | -61.2% | +26.8% |
| 5Y | +96.4% | +62.8% | +33.6% | +53.9% |
| 10Y | +852.9% | +60.9% | +792.0% | +591.2% |
| All | +8,855.7% | +1,090.9% | +7,764.8% | +3,400.4% |
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