+307.4%
IVV vs FFIV
+126.0%
+181.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.2% | -0.3% |
| 7D | -0.6% | -4.2% | +3.6% | +0.9% |
| 30D | -3.7% | -33.9% | +30.2% | +9.6% |
| 3M | -2.7% | -22.6% | +19.9% | +4.1% |
| 6M | +2.2% | -10.4% | +12.6% | +3.2% |
| YTD | +10.9% | +24.3% | -13.4% | -2.0% |
| 1Y | +11.3% | +31.8% | -20.5% | -3.9% |
| 3Y | +76.9% | +99.5% | -22.6% | +26.0% |
| 5Y | +73.5% | +40.7% | +32.7% | +38.4% |
| 10Y | +307.4% | +126.9% | +180.5% | +151.8% |
| All | +307.4% | +126.0% | +181.4% | +151.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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