+152.4%
DKNG vs IVZ
+122.1%
+30.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.1% | +3.2% | +3.8% |
| 7D | +3.0% | -2.4% | +5.4% | +4.2% |
| 30D | -3.0% | +3.0% | -6.0% | -4.5% |
| 3M | -17.6% | +14.9% | -32.5% | -23.7% |
| 6M | -3.2% | +36.7% | -40.0% | -18.4% |
| YTD | -28.2% | +25.7% | -53.9% | -37.1% |
| 1Y | -46.1% | +47.7% | -93.8% | -56.6% |
| 3Y | -22.2% | +138.8% | -161.0% | -52.5% |
| 5Y | -60.4% | +62.1% | -122.5% | -71.3% |
| All | +152.4% | +122.1% | +30.4% | +56.4% |
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