+776.1%
IVV vs F
+27.8%
+748.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.8% |
| 7D | +0.1% | +5.3% | -5.2% | -1.2% |
| 30D | +0.1% | +4.6% | -4.5% | -1.1% |
| 3M | +2.0% | -3.7% | +5.7% | +2.7% |
| 6M | +13.0% | +16.8% | -3.8% | +7.6% |
| YTD | +13.6% | +15.3% | -1.7% | +8.3% |
| 1Y | +20.1% | +31.0% | -10.9% | +10.4% |
| 3Y | +77.6% | +45.4% | +32.2% | +54.7% |
| 5Y | +82.5% | +54.7% | +27.8% | +51.6% |
| 10Y | +316.5% | +98.2% | +218.3% | +206.6% |
| All | +776.1% | +27.8% | +748.3% | +433.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling