+760.2%
IVV vs DGX
+2,165.0%
-1,404.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +2.6% | +1.6% | +1.0% | +2.1% |
| 30D | -2.0% | +11.2% | -13.2% | -4.9% |
| 3M | -2.8% | +10.4% | -13.2% | -5.6% |
| 6M | +2.2% | +37.1% | -34.9% | -7.0% |
| YTD | +11.5% | +52.1% | -40.6% | -1.8% |
| 1Y | +13.5% | +40.7% | -27.2% | +2.1% |
| 3Y | +78.1% | +107.6% | -29.5% | +41.3% |
| 5Y | +73.1% | +90.6% | -17.5% | +39.5% |
| 10Y | +310.4% | +287.9% | +22.5% | +163.7% |
| All | +760.2% | +2,165.0% | -1,404.8% | +291.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling