+738.6%
IVV vs DRI
+3,758.5%
-3,019.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.4% | +0.6% |
| 7D | -2.7% | +2.8% | -5.5% | -3.4% |
| 30D | -5.4% | +13.3% | -18.6% | -8.6% |
| 3M | -4.1% | +8.2% | -12.2% | -6.4% |
| 6M | +0.7% | +17.5% | -16.8% | -4.2% |
| YTD | +8.7% | +26.9% | -18.2% | +0.8% |
| 1Y | +11.0% | +31.6% | -20.6% | +1.7% |
| 3Y | +75.4% | +67.0% | +8.5% | +48.6% |
| 5Y | +68.3% | +72.9% | -4.6% | +39.8% |
| 10Y | +315.5% | +371.3% | -55.8% | +140.6% |
| All | +738.6% | +3,758.5% | -3,019.9% | +193.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling