-4.2%
DT vs IVZ
+22.9%
-27.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.7% |
| 7D | +3.1% | +7.6% | -4.5% | +1.4% |
| 30D | -29.5% | +4.3% | -33.9% | -30.1% |
| 3M | -11.7% | -9.3% | -2.4% | -10.0% |
| 6M | +29.0% | +5.2% | +23.7% | +27.0% |
| YTD | +3.4% | +13.4% | -10.1% | +0.5% |
| 1Y | -4.2% | +25.4% | -29.6% | -9.2% |
| All | -4.2% | +22.9% | -27.1% | -9.2% |
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