+317.1%
IVV vs DHI
+414.5%
-97.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.4% |
| 7D | -0.8% | -3.4% | +2.6% | +0.1% |
| 30D | -1.1% | -5.4% | +4.4% | +0.3% |
| 3M | +3.9% | -10.4% | +14.3% | +6.5% |
| 6M | +13.6% | -2.8% | +16.4% | +13.5% |
| YTD | +12.7% | -3.4% | +16.1% | +12.3% |
| 1Y | +17.6% | -22.9% | +40.5% | +23.9% |
| 3Y | +77.3% | +20.7% | +56.6% | +58.0% |
| 5Y | +84.1% | +62.1% | +22.0% | +45.3% |
| All | +317.1% | +414.5% | -97.4% | +132.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 10y: compounded portfolio wealth divided by compounded DHI 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…
10y analysis · Full analysis span regression · 6 months rolling