+494.6%
IVZ vs DKS
+6,430.5%
-5,935.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -2.4% | -2.1% | -0.4% | -1.6% |
| 30D | -11.2% | +7.3% | -18.6% | -14.1% |
| 3M | -14.0% | -28.4% | +14.5% | -5.2% |
| 6M | +0.5% | -36.9% | +37.3% | +15.8% |
| YTD | +5.4% | -27.3% | +32.7% | +13.6% |
| 1Y | +19.5% | -33.2% | +52.7% | +33.2% |
| 3Y | +128.7% | +32.2% | +96.5% | +78.3% |
| 5Y | +28.8% | +22.3% | +6.5% | -4.3% |
| 10Y | +52.3% | +230.5% | -178.2% | -41.2% |
| All | +494.6% | +6,430.5% | -5,935.9% | -43.4% |
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 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