+315.1%
IVV vs D
+35.0%
+280.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | 0.0% |
| 7D | +0.1% | +0.4% | -0.3% | 0.0% |
| 30D | +0.1% | -3.6% | +3.6% | +1.2% |
| 3M | +2.0% | -1.0% | +3.0% | +2.2% |
| 6M | +13.0% | +6.3% | +6.8% | +10.3% |
| YTD | +13.6% | +14.7% | -1.1% | +8.0% |
| 1Y | +20.1% | +16.9% | +3.1% | +13.1% |
| 3Y | +77.6% | +56.8% | +20.8% | +47.4% |
| 5Y | +82.5% | +5.2% | +77.3% | +75.7% |
| All | +315.1% | +35.0% | +280.1% | +271.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling