+143.3%
DELL vs IVZ
+30.5%
+112.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +4.2% | -13.0% | -11.3% |
| 7D | -24.6% | +2.6% | -27.2% | -25.8% |
| 30D | -32.5% | -3.5% | -29.0% | -31.0% |
| 3M | -20.2% | -7.4% | -12.8% | -16.3% |
| 6M | +76.5% | +14.7% | +61.8% | +66.7% |
| YTD | +198.9% | +14.6% | +184.3% | +178.2% |
| 1Y | +143.3% | +30.7% | +112.6% | +96.4% |
| All | +143.3% | +30.5% | +112.8% | +96.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling