+65.1%
IVZ vs DKS
+11.8%
+53.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | +0.6% | +3.0% | -2.4% | -0.2% |
| 30D | +4.0% | -30.5% | +34.5% | +13.3% |
| 3M | +18.2% | -35.7% | +53.9% | +31.6% |
| 6M | +32.8% | -29.7% | +62.5% | +42.7% |
| YTD | +28.7% | -28.9% | +57.6% | +37.6% |
| 1Y | +55.4% | -35.9% | +91.2% | +71.1% |
| 3Y | +135.2% | +28.2% | +107.1% | +99.7% |
| All | +65.1% | +11.8% | +53.3% | +30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling