+738.6%
IVV vs DE
+4,836.3%
-4,097.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -0.9% | -0.1% |
| 7D | -2.7% | -0.6% | -2.1% | -2.5% |
| 30D | -5.4% | +2.3% | -7.6% | -6.3% |
| 3M | -4.1% | +9.5% | -13.6% | -7.7% |
| 6M | +0.7% | +14.1% | -13.4% | -5.0% |
| YTD | +8.7% | +45.4% | -36.7% | -7.2% |
| 1Y | +11.0% | +42.9% | -31.9% | -4.8% |
| 3Y | +75.4% | +84.8% | -9.4% | +34.1% |
| 5Y | +68.3% | +101.8% | -33.5% | +21.0% |
| 10Y | +315.5% | +788.0% | -472.5% | +62.4% |
| All | +738.6% | +4,836.3% | -4,097.7% | +55.7% |
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