+72.7%
IVV vs DVA
+70.6%
+2.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.0% | +5.4% | +2.6% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | -3.3% | +3.5% | -6.8% | -3.7% |
| 3M | -2.4% | +1.0% | -3.3% | -2.6% |
| 6M | +2.6% | -6.6% | +9.2% | +2.7% |
| YTD | +11.3% | +63.3% | -52.0% | +4.0% |
| 1Y | +13.4% | +50.0% | -36.6% | +7.2% |
| 3Y | +80.3% | +120.1% | -39.8% | +60.6% |
| 5Y | +72.7% | +73.7% | -1.0% | +59.8% |
| All | +72.7% | +70.6% | +2.2% | +59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling