+74.8%
IVV vs FFIV
+102.8%
-27.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -5.5% | +1.0% | -3.2% |
| 7D | -4.8% | -14.2% | +9.5% | -1.6% |
| 30D | -5.9% | -33.6% | +27.7% | +2.1% |
| 3M | -4.5% | -24.2% | +19.7% | 0.0% |
| 6M | +1.8% | -8.3% | +10.1% | +1.1% |
| YTD | +8.4% | +22.1% | -13.8% | -1.6% |
| 1Y | +9.4% | +26.5% | -17.1% | -1.8% |
| All | +74.8% | +102.8% | -27.9% | +36.1% |
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