+4,681.2%
DELL vs IVV
+317.2%
+4,364.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +2.0% |
| 7D | +14.9% | +0.1% | +14.8% | +14.9% |
| 30D | +13.3% | +0.1% | +13.2% | +13.5% |
| 3M | +24.4% | +2.0% | +22.4% | +22.4% |
| 6M | +258.0% | +13.0% | +245.0% | +211.7% |
| YTD | +320.2% | +13.6% | +306.6% | +265.3% |
| 1Y | +319.1% | +20.1% | +299.0% | +241.9% |
| 3Y | +706.5% | +77.6% | +628.9% | +339.7% |
| 5Y | +1,071.9% | +82.5% | +989.4% | +523.5% |
| 10Y | +4,683.5% | +316.5% | +4,366.9% | +1,028.1% |
| All | +4,681.2% | +317.2% | +4,364.0% | +1,027.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling