+849.4%
IVV vs DG
+606.1%
+243.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.7% |
| 7D | +0.1% | +8.4% | -8.3% | -1.3% |
| 30D | +0.1% | +4.9% | -4.9% | -0.8% |
| 3M | +2.0% | +29.3% | -27.3% | -2.9% |
| 6M | +13.0% | -11.3% | +24.3% | +14.8% |
| YTD | +13.6% | +1.8% | +11.8% | +12.4% |
| 1Y | +20.1% | +25.3% | -5.3% | +13.8% |
| 3Y | +77.6% | +9.1% | +68.5% | +66.7% |
| 5Y | +82.5% | -34.9% | +117.4% | +91.5% |
| 10Y | +316.5% | +108.2% | +208.4% | +232.8% |
| All | +849.4% | +606.1% | +243.3% | +456.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling