+774.4%
IVV vs DOC
+688.8%
+85.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.1% | -1.5% | +0.6% |
| 7D | -0.7% | +8.7% | -9.4% | -3.4% |
| 30D | -1.0% | +7.6% | -8.7% | -3.5% |
| 3M | -0.3% | -5.3% | +5.0% | +1.1% |
| 6M | +7.4% | +27.6% | -20.2% | -1.9% |
| YTD | +13.4% | +32.4% | -19.0% | +2.0% |
| 1Y | +14.8% | +22.9% | -8.1% | +5.7% |
| 3Y | +83.3% | +43.1% | +40.3% | +57.7% |
| 5Y | +76.1% | -21.4% | +97.5% | +82.7% |
| 10Y | +333.3% | +16.8% | +316.4% | +274.3% |
| All | +774.4% | +688.8% | +85.6% | +254.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling