+2,655.3%
DELL vs IVV
+317.7%
+2,337.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.4% | +3.1% | +2.4% |
| 7D | -11.8% | +0.1% | -11.9% | -11.5% |
| 30D | -40.8% | -3.3% | -37.5% | -37.5% |
| 3M | -23.6% | -2.4% | -21.2% | -19.8% |
| 6M | +33.4% | +2.6% | +30.8% | +32.6% |
| YTD | +178.0% | +11.3% | +166.7% | +151.5% |
| 1Y | +138.6% | +13.4% | +125.1% | +111.2% |
| 3Y | +400.9% | +80.3% | +320.6% | +172.8% |
| 5Y | +580.7% | +72.7% | +508.0% | +290.2% |
| 10Y | +2,655.3% | +309.6% | +2,345.6% | +502.3% |
| All | +2,655.3% | +317.7% | +2,337.6% | +502.3% |
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