+755.3%
IVV vs DE
+4,953.8%
-4,198.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.2% |
| 7D | -0.6% | +3.3% | -3.9% | -1.7% |
| 30D | -3.7% | +10.7% | -14.4% | -7.2% |
| 3M | -2.7% | +13.1% | -15.9% | -7.5% |
| 6M | +2.2% | +20.2% | -18.0% | -5.4% |
| YTD | +10.9% | +48.9% | -38.0% | -6.1% |
| 1Y | +11.3% | +46.6% | -35.3% | -5.4% |
| 3Y | +76.9% | +91.4% | -14.5% | +33.6% |
| 5Y | +73.5% | +108.1% | -34.7% | +23.3% |
| 10Y | +307.4% | +782.7% | -475.3% | +59.6% |
| All | +755.3% | +4,953.8% | -4,198.5% | +57.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling