+758.4%
IVV vs DVA
+12,807.1%
-12,048.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.0% | +5.4% | +3.0% |
| 7D | +0.1% | -0.1% | +0.2% | 0.0% |
| 30D | -3.3% | +3.5% | -6.8% | -4.2% |
| 3M | -2.4% | +1.0% | -3.3% | -3.0% |
| 6M | +2.6% | -6.6% | +9.2% | +2.9% |
| YTD | +11.3% | +63.3% | -52.0% | -2.8% |
| 1Y | +13.4% | +50.0% | -36.6% | +0.9% |
| 3Y | +80.3% | +120.1% | -39.8% | +43.6% |
| 5Y | +72.7% | +73.7% | -1.0% | +39.9% |
| 10Y | +309.6% | +212.7% | +96.9% | +175.6% |
| All | +758.4% | +12,807.1% | -12,048.8% | +264.4% |
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