+735.8%
IVV vs DIS
+279.4%
+456.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.5% | -3.0% | -3.8% |
| 7D | -4.8% | +5.7% | -10.4% | -7.0% |
| 30D | -5.9% | +12.7% | -18.6% | -10.7% |
| 3M | -4.5% | +15.2% | -19.7% | -10.5% |
| 6M | +1.8% | +17.6% | -15.7% | -5.9% |
| YTD | +8.4% | +3.8% | +4.6% | +5.1% |
| 1Y | +9.4% | +6.8% | +2.6% | +4.5% |
| 3Y | +75.3% | +42.1% | +33.1% | +43.4% |
| 5Y | +67.8% | -31.2% | +98.9% | +84.4% |
| 10Y | +314.2% | +37.6% | +276.5% | +214.3% |
| All | +735.8% | +279.4% | +456.5% | +214.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DIS.
Daily Out/Under-Performance
Portfolio return minus DIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIS 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 DIS 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