+322.1%
IVV vs DKS
+197.0%
+125.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.2% | -0.5% |
| 7D | -0.4% | -2.9% | +2.5% | +0.1% |
| 30D | -1.4% | -37.7% | +36.3% | +5.9% |
| 3M | +3.7% | -38.9% | +42.6% | +11.5% |
| 6M | +13.0% | -31.1% | +44.1% | +18.5% |
| YTD | +12.4% | -31.8% | +44.3% | +17.9% |
| 1Y | +18.6% | -38.0% | +56.7% | +26.2% |
| 3Y | +78.1% | +28.6% | +49.5% | +61.4% |
| 5Y | +82.3% | +12.5% | +69.7% | +62.7% |
| 10Y | +322.1% | +198.3% | +123.8% | +177.9% |
| All | +322.1% | +197.0% | +125.1% | +177.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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