+877.5%
IVV vs DLR
+3,340.7%
-2,463.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -2.7% | -3.6% | +0.9% | -1.5% |
| 30D | -5.4% | -3.5% | -1.9% | -4.3% |
| 3M | -4.1% | -8.9% | +4.9% | -1.4% |
| 6M | +0.7% | -11.6% | +12.3% | +4.0% |
| YTD | +8.7% | +14.9% | -6.2% | +2.8% |
| 1Y | +11.0% | +6.4% | +4.5% | +7.5% |
| 3Y | +75.4% | +47.3% | +28.2% | +49.9% |
| 5Y | +68.3% | +32.8% | +35.5% | +45.6% |
| 10Y | +315.5% | +169.6% | +146.0% | +174.5% |
| All | +877.5% | +3,340.7% | -2,463.2% | +202.5% |
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