+309.6%
IVV vs DD
+105.4%
+204.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.9% | -3.5% | +0.2% |
| 7D | +0.1% | +9.8% | -9.7% | -3.5% |
| 30D | -3.3% | +19.3% | -22.7% | -9.7% |
| 3M | -2.4% | +9.4% | -11.8% | -5.9% |
| 6M | +2.6% | +4.8% | -2.2% | +0.2% |
| YTD | +11.3% | +30.2% | -18.9% | -0.7% |
| 1Y | +13.4% | +32.2% | -18.8% | +0.5% |
| 3Y | +80.3% | +93.1% | -12.8% | +33.7% |
| 5Y | +72.7% | +68.0% | +4.7% | +32.6% |
| 10Y | +309.6% | +98.5% | +211.2% | +167.8% |
| All | +309.6% | +105.4% | +204.3% | +167.8% |
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