+4,404.4%
DELL vs IVZ
+65.9%
+4,338.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.1% | +10.9% | +11.5% |
| 7D | +8.2% | -2.4% | +10.6% | +9.3% |
| 30D | +17.1% | +3.0% | +14.1% | +15.8% |
| 3M | +45.2% | +14.9% | +30.3% | +37.2% |
| 6M | +286.8% | +36.7% | +250.0% | +240.9% |
| YTD | +354.8% | +25.7% | +329.1% | +313.2% |
| 1Y | +358.3% | +47.7% | +310.6% | +290.5% |
| 3Y | +724.9% | +138.8% | +586.1% | +473.6% |
| 5Y | +1,193.7% | +62.1% | +1,131.6% | +902.4% |
| All | +4,404.4% | +65.9% | +4,338.5% | +3,116.5% |
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