+735.8%
IVV vs DAR
+3,427.0%
-2,691.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.1% | -1.4% | -4.2% |
| 7D | -4.8% | -8.1% | +3.3% | -4.1% |
| 30D | -5.9% | -17.1% | +11.2% | -4.5% |
| 3M | -4.5% | -12.3% | +7.8% | -3.7% |
| 6M | +1.8% | -21.8% | +23.6% | +3.7% |
| YTD | +8.4% | +40.8% | -32.5% | +4.9% |
| 1Y | +9.4% | +57.4% | -48.0% | +4.8% |
| 3Y | +75.3% | +12.1% | +63.1% | +70.6% |
| 5Y | +67.8% | -40.2% | +108.0% | +70.5% |
| 10Y | +314.2% | +280.1% | +34.1% | +263.5% |
| All | +735.8% | +3,427.0% | -2,691.1% | +569.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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