+921.2%
IVV vs DLR
+3,595.6%
-2,674.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.1% |
| 3M | +2.0% | +0.5% | +1.5% | +1.2% |
| 6M | +13.0% | +4.6% | +8.5% | +10.6% |
| YTD | +13.6% | +23.4% | -9.8% | +5.1% |
| 1Y | +20.1% | +19.0% | +1.0% | +12.1% |
| 3Y | +77.6% | +56.5% | +21.1% | +48.8% |
| 5Y | +82.5% | +33.3% | +49.1% | +57.6% |
| 10Y | +316.5% | +165.1% | +151.4% | +176.7% |
| All | +921.2% | +3,595.6% | -2,674.5% | +209.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling