+305.2%
IVV vs DOC
+14.9%
+290.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.2% | -4.3% |
| 7D | -4.8% | +6.2% | -11.0% | -6.6% |
| 30D | -5.9% | +6.5% | -12.4% | -7.9% |
| 3M | -4.5% | -6.2% | +1.7% | -2.8% |
| 6M | +1.8% | +25.6% | -23.8% | -6.4% |
| YTD | +8.4% | +32.1% | -23.7% | -2.4% |
| 1Y | +9.4% | +20.3% | -10.9% | +1.5% |
| 3Y | +75.3% | +42.7% | +32.5% | +50.2% |
| 5Y | +67.8% | -22.2% | +89.9% | +76.4% |
| All | +305.2% | +14.9% | +290.3% | +269.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling