+82.3%
IVV vs DGX
+64.0%
+18.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -0.4% | -2.2% | +1.9% | +0.1% |
| 30D | -1.4% | -0.9% | -0.5% | -1.2% |
| 3M | +3.7% | +15.6% | -11.9% | +0.4% |
| 6M | +13.0% | +17.8% | -4.8% | +8.9% |
| YTD | +12.4% | +37.5% | -25.0% | +4.0% |
| 1Y | +18.6% | +31.2% | -12.5% | +10.8% |
| 3Y | +78.1% | +96.6% | -18.5% | +45.3% |
| 5Y | +82.3% | +64.9% | +17.4% | +53.1% |
| All | +82.3% | +64.0% | +18.3% | +53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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