+83.1%
IVV vs DKS
+11.8%
+71.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +0.1% | +3.0% | -2.9% | -0.4% |
| 30D | +0.1% | -30.5% | +30.6% | +5.4% |
| 3M | +2.0% | -35.7% | +37.7% | +8.8% |
| 6M | +13.0% | -29.7% | +42.7% | +18.1% |
| YTD | +13.6% | -28.9% | +42.5% | +18.2% |
| 1Y | +20.1% | -35.9% | +56.0% | +27.0% |
| 3Y | +77.6% | +28.2% | +49.5% | +58.8% |
| All | +83.1% | +11.8% | +71.2% | +53.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling