+309.6%
IVV vs DKS
+244.9%
+64.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.9% | -2.5% | +1.5% |
| 7D | +0.1% | +3.8% | -3.7% | -0.6% |
| 30D | -3.3% | +8.1% | -11.4% | -4.8% |
| 3M | -2.4% | -28.6% | +26.2% | +2.0% |
| 6M | +2.6% | -33.6% | +36.2% | +8.3% |
| YTD | +11.3% | -23.8% | +35.1% | +14.1% |
| 1Y | +13.4% | -30.7% | +44.2% | +18.2% |
| 3Y | +80.3% | +41.5% | +38.8% | +60.5% |
| 5Y | +72.7% | +23.0% | +49.7% | +51.6% |
| 10Y | +309.6% | +236.0% | +73.7% | +159.5% |
| All | +309.6% | +244.9% | +64.7% | +159.5% |
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