+309.6%
IVV vs DG
+128.5%
+181.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.2% | +0.2% | +2.0% |
| 7D | +0.1% | +0.7% | -0.6% | -0.1% |
| 30D | -3.3% | +7.4% | -10.7% | -4.6% |
| 3M | -2.4% | +8.5% | -10.9% | -4.0% |
| 6M | +2.6% | +21.9% | -19.3% | -1.3% |
| YTD | +11.3% | +4.9% | +6.4% | +9.4% |
| 1Y | +13.4% | +40.4% | -27.0% | +5.7% |
| 3Y | +80.3% | +23.5% | +56.8% | +65.0% |
| 5Y | +72.7% | -32.3% | +105.0% | +84.4% |
| 10Y | +309.6% | +119.3% | +190.3% | +231.0% |
| All | +309.6% | +128.5% | +181.2% | +231.0% |
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