+307.4%
IVV vs DVA
+197.6%
+109.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | +0.2% |
| 7D | -0.6% | -1.6% | +1.0% | -0.4% |
| 30D | -3.7% | 0.0% | -3.7% | -3.9% |
| 3M | -2.7% | -2.4% | -0.3% | -2.7% |
| 6M | +2.2% | -9.8% | +12.0% | +3.1% |
| YTD | +10.9% | +57.8% | -46.9% | -1.0% |
| 1Y | +11.3% | +49.2% | -37.9% | +0.5% |
| 3Y | +76.9% | +116.0% | -39.1% | +43.8% |
| 5Y | +73.5% | +68.5% | +5.0% | +44.0% |
| 10Y | +307.4% | +198.9% | +108.5% | +185.7% |
| All | +307.4% | +197.6% | +109.8% | +185.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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