-97.3%
IVVD vs SPY
+83.7%
-181.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.4% | -5.0% | -4.9% |
| 7D | -3.1% | +3.3% | -6.4% | -7.1% |
| 30D | -12.2% | -2.7% | -9.5% | -8.3% |
| 3M | -22.5% | -1.7% | -20.8% | -19.8% |
| 6M | -61.9% | +3.1% | -65.0% | -63.0% |
| YTD | -77.0% | +11.9% | -88.9% | -79.9% |
| 1Y | -68.0% | +12.0% | -80.0% | -72.0% |
| 3Y | -59.5% | +78.2% | -137.7% | -79.9% |
| 5Y | -97.0% | +73.2% | -170.3% | -98.5% |
| All | -97.3% | +83.7% | -181.0% | -98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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