+307.4%
IVV vs DG
+119.6%
+187.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.8% | -0.4% |
| 7D | -0.6% | +5.2% | -5.8% | -1.4% |
| 30D | -3.7% | +7.9% | -11.6% | -5.0% |
| 3M | -2.7% | +12.7% | -15.4% | -4.9% |
| 6M | +2.2% | +22.4% | -20.2% | -1.7% |
| YTD | +10.9% | +5.4% | +5.5% | +9.0% |
| 1Y | +11.3% | +39.4% | -28.1% | +3.8% |
| 3Y | +76.9% | +24.1% | +52.8% | +61.7% |
| 5Y | +73.5% | -32.2% | +105.6% | +85.3% |
| 10Y | +307.4% | +111.8% | +195.6% | +229.4% |
| All | +307.4% | +119.6% | +187.8% | +229.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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