+3,047.2%
DELL vs IVZ
+53.9%
+2,993.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +2.4% | -9.5% | -8.1% |
| 7D | +4.9% | +7.6% | -2.7% | +1.6% |
| 30D | -32.1% | +4.3% | -36.4% | -33.1% |
| 3M | -30.2% | -9.3% | -20.9% | -27.2% |
| 6M | +41.7% | +5.2% | +36.5% | +39.3% |
| YTD | +176.6% | +13.4% | +163.1% | +162.6% |
| 1Y | +159.9% | +25.4% | +134.6% | +137.4% |
| 3Y | +388.0% | +152.5% | +235.5% | +235.7% |
| 5Y | +578.2% | +36.7% | +541.5% | +463.7% |
| 10Y | +2,653.4% | +45.0% | +2,608.4% | +1,921.1% |
| All | +3,047.2% | +53.9% | +2,993.3% | +2,205.8% |
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