+44.6%
IVZ vs DTE
+146.7%
-102.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.5% |
| 7D | +2.2% | +3.5% | -1.4% | 0.0% |
| 30D | -2.2% | +9.5% | -11.7% | -8.1% |
| 3M | -8.4% | +2.5% | -11.0% | -10.1% |
| 6M | +6.2% | +0.6% | +5.6% | +4.7% |
| YTD | +12.4% | +10.5% | +1.9% | +2.5% |
| 1Y | +26.0% | +3.3% | +22.7% | +20.5% |
| 3Y | +147.9% | +56.3% | +91.6% | +70.6% |
| 5Y | +38.8% | +44.9% | -6.2% | -0.6% |
| 10Y | +44.6% | +149.2% | -104.6% | -17.2% |
| All | +44.6% | +146.7% | -102.1% | -17.2% |
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