-96.3%
IVVD vs SPY
+83.4%
-179.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -1.8% |
| 7D | -7.1% | -2.0% | -5.1% | -4.6% |
| 30D | +12.8% | -1.7% | +14.4% | +15.2% |
| 3M | -13.9% | +4.7% | -18.6% | -19.2% |
| 6M | -57.6% | +12.5% | -70.1% | -63.4% |
| YTD | -68.6% | +11.7% | -80.3% | -72.7% |
| 1Y | -39.8% | +17.5% | -57.3% | -50.7% |
| 3Y | -56.2% | +76.6% | -132.7% | -78.2% |
| 5Y | -98.6% | +82.0% | -180.6% | -99.2% |
| All | -96.3% | +83.4% | -179.7% | -98.1% |
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