+7.9%
DT vs IVZ
+48.1%
-40.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.7% |
| 7D | -2.5% | -2.4% | -0.2% | -2.0% |
| 30D | +3.5% | +2.5% | +1.0% | +3.0% |
| 3M | +26.7% | +17.1% | +9.7% | +22.1% |
| 6M | +36.1% | +35.1% | +1.0% | +25.9% |
| YTD | +18.6% | +24.3% | -5.7% | +12.7% |
| 1Y | +7.9% | +48.7% | -40.8% | -7.6% |
| All | +7.9% | +48.1% | -40.2% | -7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling