+80.1%
IVV vs DG
+12.2%
+67.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.4% |
| 7D | +0.1% | +8.4% | -8.3% | 0.0% |
| 30D | +0.1% | +4.9% | -4.9% | 0.0% |
| 3M | +2.0% | +29.3% | -27.3% | +1.5% |
| 6M | +13.0% | -11.3% | +24.3% | +13.0% |
| YTD | +13.6% | +1.8% | +11.8% | +13.4% |
| 1Y | +20.1% | +25.3% | -5.3% | +19.7% |
| All | +80.1% | +12.2% | +67.9% | +83.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling