+114.1%
DT vs IVZ
+135.2%
-21.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.1% |
| 7D | -1.6% | -2.4% | +0.8% | -0.8% |
| 30D | +3.0% | +3.0% | 0.0% | +2.0% |
| 3M | +26.5% | +14.9% | +11.6% | +20.1% |
| 6M | +35.9% | +36.7% | -0.8% | +20.6% |
| YTD | +17.8% | +25.7% | -7.8% | +7.3% |
| 1Y | +4.1% | +47.7% | -43.6% | -10.8% |
| 3Y | +5.3% | +138.8% | -133.5% | -26.5% |
| 5Y | -27.2% | +62.1% | -89.3% | -43.1% |
| All | +114.1% | +135.2% | -21.1% | +57.1% |
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