+315.1%
IVV vs FFIV
+214.3%
+100.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +0.1% | -1.0% | +1.1% | +0.4% |
| 30D | +0.1% | -5.1% | +5.1% | +1.7% |
| 3M | +2.0% | -4.5% | +6.4% | +3.1% |
| 6M | +13.0% | +36.5% | -23.4% | -0.2% |
| YTD | +13.6% | +53.0% | -39.4% | -4.5% |
| 1Y | +20.1% | +24.2% | -4.1% | +8.3% |
| 3Y | +77.6% | +137.2% | -59.6% | +22.4% |
| 5Y | +82.5% | +91.8% | -9.3% | +33.2% |
| All | +315.1% | +214.3% | +100.8% | +148.2% |
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