+306.5%
IVV vs FDS
+135.4%
+171.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.7% | +4.0% | +1.5% |
| 7D | -2.7% | -0.5% | -2.2% | -2.6% |
| 30D | -5.4% | +20.2% | -25.6% | -11.2% |
| 3M | -4.1% | +19.9% | -23.9% | -10.5% |
| 6M | +0.7% | +56.2% | -55.4% | -16.4% |
| YTD | +8.7% | +14.6% | -5.8% | +0.6% |
| 1Y | +11.0% | +31.6% | -20.6% | -3.9% |
| 3Y | +75.4% | -23.8% | +99.3% | +89.6% |
| 5Y | +68.3% | -22.6% | +90.9% | +77.6% |
| All | +306.5% | +135.4% | +171.2% | +167.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling