+75.4%
IVV vs FFIV
+102.2%
-26.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -2.7% | -8.1% | +5.4% | -0.9% |
| 30D | -5.4% | -33.4% | +28.0% | +2.6% |
| 3M | -4.1% | -24.7% | +20.7% | +0.6% |
| 6M | +0.7% | -8.8% | +9.6% | +0.1% |
| YTD | +8.7% | +21.8% | -13.0% | -1.2% |
| 1Y | +11.0% | +25.3% | -14.3% | -0.1% |
| 3Y | +75.4% | +101.2% | -25.7% | +36.7% |
| All | +75.4% | +102.2% | -26.8% | +36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling