+76.9%
IVV vs FDS
-24.9%
+101.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.1% | -0.3% |
| 7D | -0.6% | -2.0% | +1.4% | -0.4% |
| 30D | -3.7% | +13.5% | -17.2% | -4.9% |
| 3M | -2.7% | +15.2% | -17.9% | -4.2% |
| 6M | +2.2% | +47.0% | -44.8% | -2.6% |
| YTD | +10.9% | +13.9% | -3.0% | +11.1% |
| 1Y | +11.3% | +25.2% | -13.9% | +8.5% |
| 3Y | +76.9% | -25.3% | +102.2% | +98.6% |
| All | +76.9% | -24.9% | +101.8% | +98.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling