+204.0%
IVV vs DOW
-15.4%
+219.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.1% | -0.7% |
| 7D | +0.5% | -2.9% | +3.4% | +1.3% |
| 30D | -1.0% | +2.0% | -2.9% | -1.7% |
| 3M | +3.9% | -12.5% | +16.4% | +7.2% |
| 6M | +14.5% | -9.2% | +23.7% | +15.0% |
| YTD | +12.9% | +30.8% | -17.9% | +0.1% |
| 1Y | +19.4% | +29.4% | -10.0% | +5.1% |
| 3Y | +78.8% | -34.6% | +113.4% | +93.3% |
| 5Y | +82.2% | -35.9% | +118.1% | +95.6% |
| All | +204.0% | -15.4% | +219.5% | +153.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded DOW 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling