+75.6%
IVV vs FDS
-21.2%
+96.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.7% | -1.4% | +0.7% |
| 7D | -0.9% | -2.1% | +1.2% | -0.5% |
| 30D | -2.3% | +16.0% | -18.4% | -5.5% |
| 3M | -1.2% | +18.8% | -20.0% | -5.1% |
| 6M | +3.3% | +54.1% | -50.8% | -8.1% |
| YTD | +12.3% | +17.0% | -4.7% | +8.4% |
| 1Y | +12.5% | +25.5% | -13.0% | +5.3% |
| 3Y | +79.2% | -23.3% | +102.5% | +101.5% |
| 5Y | +75.6% | -22.6% | +98.3% | +91.0% |
| All | +75.6% | -21.2% | +96.8% | +91.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling