-20.0%
DRAM vs IVV
+2.1%
-22.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.0% | -4.4% | -13.5% | -0.5% |
| 7D | -28.5% | -4.8% | -23.7% | -11.9% |
| 30D | -37.8% | -5.9% | -31.9% | -18.9% |
| 3M | -31.1% | -4.5% | -26.6% | -15.7% |
| 6M | -20.0% | +1.8% | -21.9% | -24.7% |
| All | -20.0% | +2.1% | -22.1% | -24.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling