+776.1%
IVV vs DVA
+12,699.3%
-11,923.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.7% |
| 7D | +0.1% | +1.8% | -1.7% | -0.3% |
| 30D | +0.1% | -2.5% | +2.6% | +0.5% |
| 3M | +2.0% | -4.3% | +6.3% | +2.3% |
| 6M | +13.0% | +18.9% | -5.8% | +7.3% |
| YTD | +13.6% | +61.9% | -48.4% | -0.2% |
| 1Y | +20.1% | +35.7% | -15.6% | +9.5% |
| 3Y | +77.6% | +78.6% | -1.0% | +48.0% |
| 5Y | +82.5% | +39.2% | +43.3% | +56.3% |
| 10Y | +316.5% | +184.0% | +132.5% | +187.3% |
| All | +776.1% | +12,699.3% | -11,923.2% | +274.0% |
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