+60.9%
IVZ vs DTE
+138.6%
-77.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.8% |
| 7D | +1.1% | +0.9% | +0.2% | +0.5% |
| 30D | +3.1% | -1.9% | +5.0% | +4.3% |
| 3M | +18.2% | -3.3% | +21.5% | +20.1% |
| 6M | +38.6% | -7.1% | +45.7% | +44.0% |
| YTD | +25.9% | +8.1% | +17.8% | +16.8% |
| 1Y | +51.7% | +5.3% | +46.4% | +43.0% |
| 3Y | +138.7% | +48.2% | +90.5% | +71.7% |
| 5Y | +62.8% | +33.2% | +29.6% | +25.0% |
| 10Y | +60.9% | +137.5% | -76.6% | -6.9% |
| All | +60.9% | +138.6% | -77.7% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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