+307.4%
IVV vs FE
+110.9%
+196.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | -0.6% | -0.5% | -0.1% | -0.4% |
| 30D | -3.7% | +4.3% | -8.0% | -5.0% |
| 3M | -2.7% | +0.4% | -3.1% | -3.0% |
| 6M | +2.2% | +6.9% | -4.7% | -0.2% |
| YTD | +10.9% | +8.0% | +2.9% | +7.6% |
| 1Y | +11.3% | +4.8% | +6.5% | +9.0% |
| 3Y | +76.9% | +49.0% | +27.9% | +51.6% |
| 5Y | +73.5% | +46.2% | +27.3% | +48.5% |
| 10Y | +307.4% | +120.9% | +186.5% | +231.0% |
| All | +307.4% | +110.9% | +196.5% | +231.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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