+9.4%
IVV vs FGI
+51.0%
-41.6%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | -4.8% | -11.6% | +6.8% | -4.7% |
| 30D | -5.9% | -3.3% | -2.6% | -5.9% |
| 3M | -4.5% | +65.6% | -70.1% | -5.5% |
| 6M | +1.8% | -2.8% | +4.6% | +1.2% |
| YTD | +8.4% | +30.1% | -21.8% | +6.5% |
| 1Y | +9.4% | +50.2% | -40.8% | +5.9% |
| All | +9.4% | +51.0% | -41.6% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling