+60.9%
IVZ vs DKS
+196.9%
-136.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.9% | +2.7% | -0.6% |
| 7D | +1.1% | -0.4% | +1.5% | +1.2% |
| 30D | +3.1% | -36.6% | +39.7% | +16.6% |
| 3M | +18.2% | -37.6% | +55.8% | +33.8% |
| 6M | +38.6% | -32.1% | +70.7% | +51.4% |
| YTD | +25.9% | -32.3% | +58.2% | +37.5% |
| 1Y | +51.7% | -39.5% | +91.2% | +71.4% |
| 3Y | +138.7% | +27.7% | +111.0% | +101.5% |
| 5Y | +62.8% | +15.0% | +47.8% | +33.5% |
| 10Y | +60.9% | +192.6% | -131.7% | -18.5% |
| All | +60.9% | +196.9% | -136.0% | -18.5% |
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