+88.3%
DT vs IVZ
+107.5%
-19.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.7% |
| 7D | +2.7% | +5.1% | -2.4% | +0.9% |
| 30D | -30.4% | -1.6% | -28.8% | -30.1% |
| 3M | -9.4% | -9.1% | -0.3% | -6.7% |
| 6M | +14.5% | +1.8% | +12.7% | +12.7% |
| YTD | +3.6% | +10.8% | -7.2% | -1.8% |
| 1Y | -3.4% | +19.1% | -22.6% | -11.0% |
| 3Y | -11.1% | +144.4% | -155.5% | -38.8% |
| 5Y | -39.5% | +33.6% | -73.0% | -49.8% |
| All | +88.3% | +107.5% | -19.2% | +43.7% |
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