+776.1%
IVV vs DAR
+4,435.0%
-3,658.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | -0.3% |
| 7D | +0.1% | +1.4% | -1.2% | 0.0% |
| 30D | +0.1% | +12.8% | -12.7% | -1.0% |
| 3M | +2.0% | +7.4% | -5.4% | +1.2% |
| 6M | +13.0% | +22.3% | -9.2% | +10.9% |
| YTD | +13.6% | +81.1% | -67.5% | +7.8% |
| 1Y | +20.1% | +106.5% | -86.4% | +12.5% |
| 3Y | +77.6% | +5.3% | +72.3% | +73.7% |
| 5Y | +82.5% | -11.5% | +94.0% | +79.7% |
| 10Y | +316.5% | +353.3% | -36.8% | +259.9% |
| All | +776.1% | +4,435.0% | -3,658.8% | +588.1% |
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