+67.8%
IVV vs F
-13.3%
+81.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.1% | -3.3% | -4.1% |
| 7D | -4.8% | +1.4% | -6.1% | -5.1% |
| 30D | -5.9% | +2.0% | -8.0% | -6.4% |
| 3M | -4.5% | -10.4% | +5.8% | -2.3% |
| 6M | +1.8% | +9.7% | -7.9% | -1.8% |
| YTD | +8.4% | -1.2% | +9.6% | +6.9% |
| 1Y | +9.4% | 0.0% | +9.4% | +7.5% |
| 3Y | +75.3% | +41.1% | +34.2% | +51.2% |
| 5Y | +67.8% | -11.4% | +79.2% | +54.6% |
| All | +67.8% | -13.3% | +81.1% | +54.6% |
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