+735.8%
IVV vs D
+816.7%
-80.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.3% | -4.3% |
| 7D | -4.8% | +6.9% | -11.7% | -7.3% |
| 30D | -5.9% | +12.3% | -18.2% | -10.4% |
| 3M | -4.5% | +3.0% | -7.6% | -5.9% |
| 6M | +1.8% | +12.8% | -11.0% | -3.7% |
| YTD | +8.4% | +22.6% | -14.2% | -1.3% |
| 1Y | +9.4% | +21.7% | -12.3% | -0.3% |
| 3Y | +75.3% | +83.9% | -8.7% | +30.5% |
| 5Y | +67.8% | +14.0% | +53.8% | +51.7% |
| 10Y | +314.2% | +45.6% | +268.6% | +220.7% |
| All | +735.8% | +816.7% | -80.8% | +240.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling