+766.3%
IVV vs DVA
+12,665.2%
-11,898.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | +0.8% |
| 7D | -0.9% | -4.8% | +3.8% | 0.0% |
| 30D | -2.3% | +0.9% | -3.3% | -2.8% |
| 3M | -1.2% | +2.9% | -4.0% | -2.2% |
| 6M | +3.3% | -7.8% | +11.1% | +3.9% |
| YTD | +12.3% | +61.5% | -49.2% | -1.7% |
| 1Y | +12.5% | +50.1% | -37.6% | +0.1% |
| 3Y | +79.2% | +121.1% | -41.9% | +42.5% |
| 5Y | +75.6% | +72.9% | +2.7% | +42.3% |
| 10Y | +313.4% | +208.2% | +105.1% | +178.9% |
| All | +766.3% | +12,665.2% | -11,898.9% | +268.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling