+178.1%
IVV vs DT
+70.4%
+107.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | -2.7% | -24.7% | +22.0% | +3.0% |
| 30D | -5.4% | -27.4% | +22.0% | +0.9% |
| 3M | -4.1% | -11.1% | +7.1% | -2.3% |
| 6M | +0.7% | +13.7% | -13.0% | -3.8% |
| YTD | +8.7% | +0.2% | +8.5% | +6.1% |
| 1Y | +11.0% | -5.7% | +16.7% | +9.7% |
| 3Y | +75.4% | -8.1% | +83.5% | +71.6% |
| 5Y | +68.3% | -43.1% | +111.4% | +75.4% |
| All | +178.1% | +70.4% | +107.8% | +107.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling