-28.8%
DT vs IVZ
+62.7%
-91.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.2% | -0.9% | -2.2% |
| 7D | -4.9% | +1.1% | -6.0% | -5.3% |
| 30D | +2.7% | +3.1% | -0.4% | +1.4% |
| 3M | +20.0% | +18.2% | +1.8% | +11.0% |
| 6M | +28.0% | +38.6% | -10.6% | +9.4% |
| YTD | +16.0% | +25.9% | -9.9% | +3.0% |
| 1Y | +0.7% | +51.7% | -51.0% | -18.4% |
| 3Y | +6.2% | +138.7% | -132.5% | -35.0% |
| All | -28.8% | +62.7% | -91.5% | -47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling