+313.7%
IVV vs DD
+69.4%
+244.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | +0.5% | -0.6% | +1.1% | +0.7% |
| 30D | -1.0% | -7.4% | +6.5% | +1.8% |
| 3M | +3.9% | -6.4% | +10.3% | +6.2% |
| 6M | +14.5% | -2.5% | +17.0% | +14.7% |
| YTD | +12.9% | +10.2% | +2.7% | +7.4% |
| 1Y | +19.4% | +36.9% | -17.6% | +3.9% |
| 3Y | +78.8% | +47.0% | +31.8% | +47.2% |
| 5Y | +82.2% | +63.1% | +19.0% | +41.2% |
| 10Y | +313.7% | +68.2% | +245.5% | +177.6% |
| All | +313.7% | +69.4% | +244.3% | +177.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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