+76.9%
IVV vs FE
+47.6%
+29.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | -0.6% | -0.5% | -0.1% | -0.6% |
| 30D | -3.7% | +4.3% | -8.0% | -3.9% |
| 3M | -2.7% | +0.4% | -3.1% | -2.8% |
| 6M | +2.2% | +6.9% | -4.7% | +1.6% |
| YTD | +10.9% | +8.0% | +2.9% | +9.9% |
| 1Y | +11.3% | +4.8% | +6.5% | +10.7% |
| 3Y | +76.9% | +49.0% | +27.9% | +65.7% |
| All | +76.9% | +47.6% | +29.3% | +65.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling