+30.7%
IVZ vs DKS
-29.5%
+60.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.7% | -3.5% | +3.2% |
| 7D | +2.6% | +8.4% | -5.8% | +1.6% |
| 30D | -3.5% | +7.7% | -11.1% | -4.4% |
| 3M | -7.4% | -25.8% | +18.4% | -3.6% |
| 6M | +14.7% | -31.0% | +45.7% | +20.7% |
| YTD | +14.6% | -23.8% | +38.4% | +16.5% |
| 1Y | +30.7% | -29.8% | +60.5% | +36.7% |
| All | +30.7% | -29.5% | +60.2% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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