-53.3%
IVVD vs SPY
+78.7%
-132.0%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.8% |
| 7D | -6.1% | +0.5% | -6.7% | -6.9% |
| 30D | +11.6% | -0.9% | +12.6% | +12.9% |
| 3M | -19.0% | +3.9% | -22.9% | -23.3% |
| 6M | -54.1% | +14.5% | -68.6% | -61.8% |
| YTD | -66.6% | +12.9% | -79.5% | -71.7% |
| 1Y | -28.8% | +19.4% | -48.2% | -43.5% |
| 3Y | -53.3% | +78.5% | -131.8% | -78.4% |
| All | -53.3% | +78.7% | -132.0% | -78.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling