+585.9%
IVV vs FANG
+1,370.4%
-784.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.1% |
| 7D | +0.1% | +0.8% | -0.7% | 0.0% |
| 30D | +0.1% | +7.6% | -7.5% | -1.1% |
| 3M | +2.0% | -1.3% | +3.3% | +1.9% |
| 6M | +13.0% | +14.7% | -1.6% | +9.9% |
| YTD | +13.6% | +34.8% | -21.2% | +7.5% |
| 1Y | +20.1% | +42.9% | -22.9% | +12.3% |
| 3Y | +77.6% | +43.8% | +33.8% | +63.7% |
| 5Y | +82.5% | +225.8% | -143.4% | +45.4% |
| 10Y | +316.5% | +171.9% | +144.7% | +201.0% |
| All | +585.9% | +1,370.4% | -784.5% | +280.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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