+2,876.0%
DELL vs IVV
+310.9%
+2,565.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.3% |
| 7D | +17.1% | +3.3% | +13.8% | +12.5% |
| 30D | -35.1% | -2.7% | -32.4% | -31.9% |
| 3M | -23.3% | -1.7% | -21.6% | -20.2% |
| 6M | +55.8% | +3.2% | +52.7% | +54.1% |
| YTD | +198.0% | +12.0% | +186.0% | +167.8% |
| 1Y | +166.6% | +12.1% | +154.5% | +140.0% |
| 3Y | +427.6% | +78.6% | +349.0% | +190.4% |
| 5Y | +630.6% | +73.8% | +556.8% | +316.2% |
| All | +2,876.0% | +310.9% | +2,565.0% | +555.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IVV.
Daily Out/Under-Performance
Portfolio return minus IVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVV 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 IVV 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