+37.3%
IVZ vs DTE
+45.4%
-8.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.4% | +4.3% | +5.6% |
| 7D | +4.1% | +1.8% | +2.3% | +3.3% |
| 30D | -2.0% | +9.0% | -11.1% | -6.0% |
| 3M | -7.8% | -0.2% | -7.7% | -7.8% |
| 6M | +6.3% | +0.1% | +6.2% | +5.4% |
| YTD | +12.6% | +10.0% | +2.6% | +4.8% |
| 1Y | +27.6% | +4.7% | +23.0% | +22.3% |
| 3Y | +154.0% | +55.7% | +98.4% | +86.5% |
| 5Y | +37.3% | +45.1% | -7.8% | +4.7% |
| All | +37.3% | +45.4% | -8.1% | +4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling