+758.4%
IVV vs DTE
+1,355.3%
-597.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.4% | -0.1% | +1.2% |
| 7D | +0.1% | +1.8% | -1.7% | -0.7% |
| 30D | -3.3% | +9.0% | -12.3% | -7.1% |
| 3M | -2.4% | -0.2% | -2.2% | -2.5% |
| 6M | +2.6% | +0.1% | +2.5% | +2.0% |
| YTD | +11.3% | +10.0% | +1.3% | +5.4% |
| 1Y | +13.4% | +4.7% | +8.8% | +9.9% |
| 3Y | +80.3% | +55.7% | +24.6% | +41.9% |
| 5Y | +72.7% | +45.1% | +27.6% | +38.8% |
| 10Y | +309.6% | +145.1% | +164.6% | +141.8% |
| All | +758.4% | +1,355.3% | -597.0% | +137.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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