+388.0%
DELL vs IVZ
+152.3%
+235.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +2.4% | -9.5% | -8.5% |
| 7D | +4.9% | +7.6% | -2.7% | +0.4% |
| 30D | -32.1% | +4.3% | -36.4% | -33.5% |
| 3M | -30.2% | -9.3% | -20.9% | -26.1% |
| 6M | +41.7% | +5.2% | +36.5% | +38.6% |
| YTD | +176.6% | +13.4% | +163.1% | +158.4% |
| 1Y | +159.9% | +25.4% | +134.6% | +130.1% |
| 3Y | +388.0% | +152.5% | +235.5% | +249.3% |
| All | +388.0% | +152.3% | +235.7% | +249.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling