+1,104.4%
IVZ vs DTE
+1,996.4%
-892.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.6% |
| 7D | +0.6% | +0.2% | +0.5% | +0.5% |
| 30D | +4.0% | -2.6% | +6.6% | +5.7% |
| 3M | +18.2% | -3.9% | +22.1% | +20.5% |
| 6M | +32.8% | -7.9% | +40.7% | +38.7% |
| YTD | +28.7% | +7.2% | +21.6% | +20.8% |
| 1Y | +55.4% | +3.1% | +52.3% | +49.2% |
| 3Y | +135.2% | +47.6% | +87.6% | +74.2% |
| 5Y | +64.2% | +32.7% | +31.5% | +29.3% |
| 10Y | +64.6% | +138.8% | -74.1% | -13.8% |
| All | +1,104.4% | +1,996.4% | -892.0% | +141.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling