-98.3%
IVVD vs SPY
+81.0%
-179.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -2.9% |
| 7D | -0.9% | -0.4% | -0.5% | -0.3% |
| 30D | +18.4% | -1.4% | +19.8% | +20.4% |
| 3M | -19.5% | +3.7% | -23.2% | -23.3% |
| 6M | -57.8% | +13.0% | -70.8% | -63.8% |
| YTD | -67.7% | +12.4% | -80.1% | -72.2% |
| 1Y | -34.7% | +18.5% | -53.2% | -47.0% |
| 3Y | -55.0% | +77.6% | -132.6% | -77.6% |
| 5Y | -98.3% | +81.7% | -180.0% | -99.2% |
| All | -98.3% | +81.0% | -179.3% | -99.2% |
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