+2,901.0%
DELL vs IVV
+299.4%
+2,601.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.3% | +3.2% |
| 7D | -22.6% | -2.7% | -19.9% | -19.4% |
| 30D | -43.2% | -5.4% | -37.8% | -38.3% |
| 3M | -24.8% | -4.1% | -20.8% | -19.4% |
| 6M | +38.0% | +0.7% | +37.3% | +40.6% |
| YTD | +163.7% | +8.7% | +155.0% | +145.8% |
| 1Y | +122.5% | +11.0% | +111.6% | +102.7% |
| 3Y | +377.0% | +75.4% | +301.5% | +169.5% |
| 5Y | +542.6% | +68.3% | +474.2% | +281.4% |
| 10Y | +2,554.1% | +315.5% | +2,238.6% | +548.8% |
| All | +2,901.0% | +299.4% | +2,601.7% | +658.9% |
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