+83.1%
IVV vs DLR
+33.9%
+49.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +0.1% | +1.6% | -1.5% | -0.4% |
| 30D | +0.1% | -3.4% | +3.4% | +1.0% |
| 3M | +2.0% | +0.5% | +1.5% | +1.3% |
| 6M | +13.0% | +4.6% | +8.5% | +10.7% |
| YTD | +13.6% | +23.4% | -9.8% | +5.3% |
| 1Y | +20.1% | +19.0% | +1.0% | +12.3% |
| 3Y | +77.6% | +56.5% | +21.1% | +48.7% |
| All | +83.1% | +33.9% | +49.2% | +55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling