+68.2%
IVV vs DG
-34.7%
+102.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +0.6% |
| 7D | -2.7% | +1.1% | -3.8% | -2.8% |
| 30D | -5.4% | +9.5% | -14.9% | -6.1% |
| 3M | -4.1% | +5.5% | -9.5% | -4.6% |
| 6M | +0.7% | +16.1% | -15.4% | -0.7% |
| YTD | +8.7% | +2.7% | +6.1% | +8.1% |
| 1Y | +11.0% | +42.1% | -31.1% | +7.3% |
| 3Y | +75.4% | +19.3% | +56.2% | +69.1% |
| All | +68.2% | -34.7% | +102.8% | +83.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling