+11.0%
IVV vs DLR
+7.9%
+3.0%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -2.7% | -3.6% | +0.9% | -1.9% |
| 30D | -5.4% | -3.5% | -1.9% | -4.6% |
| 3M | -4.1% | -8.9% | +4.9% | -2.4% |
| 6M | +0.7% | -11.6% | +12.3% | +3.5% |
| YTD | +8.7% | +14.9% | -6.2% | +4.3% |
| 1Y | +11.0% | +6.4% | +4.5% | +8.1% |
| All | +11.0% | +7.9% | +3.0% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 1y: compounded portfolio wealth divided by compounded DLR 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…
1y analysis · Full analysis span regression · 6 months rolling