+50.5%
IVZ vs DKS
+244.9%
-194.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.9% | +1.9% | +5.2% |
| 7D | +4.1% | +3.8% | +0.3% | +2.9% |
| 30D | -2.0% | +8.1% | -10.1% | -4.6% |
| 3M | -7.8% | -28.6% | +20.8% | -0.1% |
| 6M | +6.3% | -33.6% | +39.9% | +17.2% |
| YTD | +12.6% | -23.8% | +36.3% | +17.8% |
| 1Y | +27.6% | -30.7% | +58.4% | +37.8% |
| 3Y | +154.0% | +41.5% | +112.5% | +107.0% |
| 5Y | +37.3% | +23.0% | +14.3% | +10.5% |
| 10Y | +50.5% | +236.0% | -185.4% | -29.1% |
| All | +50.5% | +244.9% | -194.4% | -29.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling