+87.8%
DT vs IVZ
+112.4%
-24.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -1.0% |
| 7D | +3.1% | +7.6% | -4.5% | +0.5% |
| 30D | -29.5% | +4.3% | -33.9% | -30.7% |
| 3M | -11.7% | -9.3% | -2.4% | -9.1% |
| 6M | +29.0% | +5.2% | +23.7% | +25.4% |
| YTD | +3.4% | +13.4% | -10.1% | -2.8% |
| 1Y | -4.2% | +25.4% | -29.6% | -13.3% |
| 3Y | -12.8% | +152.5% | -165.3% | -40.6% |
| 5Y | -39.6% | +36.7% | -76.3% | -50.3% |
| All | +87.8% | +112.4% | -24.5% | +42.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling