+315.2%
IVV vs FDS
+87.3%
+227.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | +0.8% |
| 7D | +0.1% | -1.9% | +2.0% | +0.7% |
| 30D | +0.1% | +9.0% | -8.9% | -3.0% |
| 3M | +2.0% | +18.9% | -16.9% | -5.1% |
| 6M | +13.0% | +35.1% | -22.1% | -1.2% |
| YTD | +13.6% | +5.5% | +8.1% | +8.7% |
| 1Y | +20.1% | -16.8% | +36.9% | +26.0% |
| 3Y | +77.6% | -28.1% | +105.7% | +96.0% |
| 5Y | +82.5% | -17.4% | +99.9% | +85.6% |
| All | +315.2% | +87.3% | +227.9% | +191.6% |
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