+309.6%
IVV vs DRI
+370.8%
-61.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.8% | +2.0% |
| 7D | +0.1% | +3.1% | -3.0% | -0.7% |
| 30D | -3.3% | +16.2% | -19.6% | -7.1% |
| 3M | -2.4% | +8.4% | -10.7% | -4.7% |
| 6M | +2.6% | +19.0% | -16.4% | -2.7% |
| YTD | +11.3% | +28.8% | -17.5% | +2.9% |
| 1Y | +13.4% | +33.1% | -19.7% | +3.8% |
| 3Y | +80.3% | +70.8% | +9.5% | +51.8% |
| 5Y | +72.7% | +74.2% | -1.5% | +42.9% |
| 10Y | +309.6% | +345.5% | -35.9% | +173.6% |
| All | +309.6% | +370.8% | -61.1% | +173.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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