-96.9%
IVVD vs SPY
+74.6%
-171.5%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.3% | +3.0% | +2.5% |
| 7D | -5.5% | -0.9% | -4.6% | -4.0% |
| 30D | -11.0% | -2.4% | -8.6% | -7.4% |
| 3M | -12.9% | -1.2% | -11.8% | -10.6% |
| 6M | -60.3% | +3.3% | -63.6% | -61.6% |
| YTD | -75.7% | +12.3% | -88.0% | -78.9% |
| 1Y | -63.7% | +12.4% | -76.1% | -68.5% |
| 3Y | -57.2% | +78.8% | -136.0% | -79.2% |
| 5Y | -96.9% | +75.2% | -172.0% | -98.3% |
| All | -96.9% | +74.6% | -171.5% | -98.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling