-97.2%
IVVD vs SPY
+83.0%
-180.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +3.1% |
| 7D | +3.4% | +2.6% | +0.8% | 0.0% |
| 30D | -4.3% | -2.0% | -2.3% | -1.0% |
| 3M | -15.2% | -2.8% | -12.4% | -10.9% |
| 6M | -60.4% | +2.1% | -62.5% | -61.1% |
| YTD | -76.4% | +11.5% | -87.9% | -79.2% |
| 1Y | -67.1% | +13.5% | -80.6% | -71.7% |
| 3Y | -61.2% | +77.7% | -138.9% | -80.6% |
| 5Y | -97.0% | +72.6% | -169.6% | -98.4% |
| All | -97.2% | +83.0% | -180.2% | -98.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling