+187.3%
IVV vs DT
+73.5%
+113.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +0.9% |
| 7D | -0.9% | -5.4% | +4.5% | +0.3% |
| 30D | -2.3% | -32.2% | +29.8% | +5.7% |
| 3M | -1.2% | -10.9% | +9.8% | +0.6% |
| 6M | +3.3% | +10.0% | -6.7% | -0.5% |
| YTD | +12.3% | +2.1% | +10.3% | +9.2% |
| 1Y | +12.5% | -5.5% | +18.0% | +11.3% |
| 3Y | +79.2% | -12.4% | +91.6% | +77.3% |
| 5Y | +75.6% | -39.7% | +115.3% | +80.8% |
| All | +187.3% | +73.5% | +113.8% | +113.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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