+322.1%
IVV vs DE
+852.3%
-530.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | -0.4% | -3.0% | +2.7% | +0.7% |
| 30D | -1.4% | +11.1% | -12.5% | -5.1% |
| 3M | +3.7% | +17.6% | -13.9% | -2.5% |
| 6M | +13.0% | +13.6% | -0.5% | +7.1% |
| YTD | +12.4% | +46.3% | -33.8% | -3.5% |
| 1Y | +18.6% | +44.2% | -25.6% | +2.0% |
| 3Y | +78.1% | +76.6% | +1.5% | +39.2% |
| 5Y | +82.3% | +98.2% | -16.0% | +31.6% |
| 10Y | +322.1% | +863.5% | -541.4% | +67.1% |
| All | +322.1% | +852.3% | -530.2% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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