+68.2%
IVV vs F
-12.6%
+80.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.1% | +0.5% |
| 7D | -2.7% | +1.6% | -4.3% | -3.1% |
| 30D | -5.4% | +2.6% | -8.0% | -6.0% |
| 3M | -4.1% | -8.8% | +4.8% | -2.2% |
| 6M | +0.7% | +4.6% | -3.9% | -1.7% |
| YTD | +8.7% | -1.9% | +10.6% | +7.5% |
| 1Y | +11.0% | -0.8% | +11.7% | +9.3% |
| 3Y | +75.4% | +43.5% | +32.0% | +50.4% |
| All | +68.2% | -12.6% | +80.7% | +56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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