+1,283.2%
IVV vs DKS
+6,292.4%
-5,009.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +0.1% | +3.0% | -2.9% | -0.5% |
| 30D | +0.1% | -30.5% | +30.6% | +6.4% |
| 3M | +2.0% | -35.7% | +37.7% | +10.1% |
| 6M | +13.0% | -29.7% | +42.7% | +19.2% |
| YTD | +13.6% | -28.9% | +42.5% | +19.2% |
| 1Y | +20.1% | -35.9% | +56.0% | +28.4% |
| 3Y | +77.6% | +28.2% | +49.5% | +57.8% |
| 5Y | +82.5% | +11.8% | +70.7% | +59.8% |
| 10Y | +316.5% | +211.6% | +104.9% | +158.2% |
| All | +1,283.2% | +6,292.4% | -5,009.2% | +401.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling