+315.1%
IVV vs D
+35.0%
+280.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +0.1% | +1.5% | -1.3% | -0.3% |
| 30D | +0.1% | -2.6% | +2.7% | +0.9% |
| 3M | +2.0% | 0.0% | +2.0% | +1.8% |
| 6M | +13.0% | +7.4% | +5.7% | +10.0% |
| YTD | +13.6% | +15.9% | -2.3% | +7.6% |
| 1Y | +20.1% | +18.1% | +2.0% | +12.7% |
| 3Y | +77.6% | +58.4% | +19.2% | +47.0% |
| 5Y | +82.5% | +5.2% | +77.3% | +75.8% |
| All | +315.1% | +35.0% | +280.1% | +271.8% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 2016-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling