+626.1%
IVZ vs DKS
+6,292.4%
-5,666.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | +0.6% | +3.0% | -2.4% | -0.6% |
| 30D | +4.0% | -30.5% | +34.5% | +16.9% |
| 3M | +18.2% | -35.7% | +53.9% | +36.8% |
| 6M | +32.8% | -29.7% | +62.5% | +46.5% |
| YTD | +28.7% | -28.9% | +57.6% | +41.0% |
| 1Y | +55.4% | -35.9% | +91.2% | +76.8% |
| 3Y | +135.2% | +28.2% | +107.1% | +86.9% |
| 5Y | +64.2% | +11.8% | +52.4% | +27.0% |
| 10Y | +64.6% | +211.6% | -147.0% | -34.3% |
| All | +626.1% | +6,292.4% | -5,666.3% | -29.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling