+88.9%
IVV vs FGI
-70.4%
+159.3%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.5% | -8.0% | -0.5% |
| 7D | +0.1% | +0.5% | -0.4% | +0.1% |
| 30D | +0.1% | +65.4% | -65.3% | -1.0% |
| 3M | +2.0% | +23.5% | -21.5% | +1.1% |
| 6M | +13.0% | +60.5% | -47.5% | +10.9% |
| YTD | +13.6% | +30.0% | -16.4% | +11.7% |
| 1Y | +20.1% | +82.1% | -62.0% | +16.6% |
| 3Y | +77.6% | -4.4% | +82.0% | +73.9% |
| All | +88.9% | -70.4% | +159.3% | +89.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling