+735.8%
IVV vs FE
+517.9%
+217.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.2% | -4.4% |
| 7D | -4.8% | +0.6% | -5.3% | -5.0% |
| 30D | -5.9% | +6.4% | -12.3% | -8.0% |
| 3M | -4.5% | -0.5% | -4.1% | -4.5% |
| 6M | +1.8% | +4.7% | -2.9% | -0.2% |
| YTD | +8.4% | +8.4% | 0.0% | +4.7% |
| 1Y | +9.4% | +7.2% | +2.2% | +6.0% |
| 3Y | +75.3% | +44.9% | +30.4% | +50.4% |
| 5Y | +67.8% | +46.3% | +21.5% | +42.2% |
| 10Y | +314.2% | +110.3% | +203.9% | +194.4% |
| All | +735.8% | +517.9% | +217.9% | +368.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling