+75.4%
IVV vs DLR
+44.1%
+31.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -2.7% | -3.6% | +0.9% | -1.7% |
| 30D | -5.4% | -3.5% | -1.9% | -4.5% |
| 3M | -4.1% | -8.9% | +4.9% | -1.8% |
| 6M | +0.7% | -11.6% | +12.3% | +3.7% |
| YTD | +8.7% | +14.9% | -6.2% | +3.2% |
| 1Y | +11.0% | +6.4% | +4.5% | +7.7% |
| 3Y | +75.4% | +47.3% | +28.2% | +51.0% |
| All | +75.4% | +44.1% | +31.3% | +51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling