+738.6%
IVV vs FDS
+2,460.0%
-1,721.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.0% |
| 3M | -4.1% | +19.9% | -23.9% | -10.3% |
| 6M | +0.7% | +56.2% | -55.4% | -15.1% |
| YTD | +8.7% | +14.6% | -5.8% | 0.0% |
| 1Y | +11.0% | +31.6% | -20.6% | -3.0% |
| 3Y | +75.4% | -23.8% | +99.3% | +81.8% |
| 5Y | +68.3% | -22.6% | +90.9% | +72.0% |
| 10Y | +315.5% | +139.3% | +176.2% | +188.5% |
| All | +738.6% | +2,460.0% | -1,721.3% | +191.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling