+18.1%
IVV vs FIG
-77.9%
+95.9%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | +0.3% |
| 7D | -2.7% | -13.1% | +10.4% | -2.3% |
| 30D | -5.4% | -13.0% | +7.6% | -5.0% |
| 3M | -4.1% | -21.5% | +17.5% | -3.5% |
| 6M | +0.7% | -2.5% | +3.2% | +0.5% |
| YTD | +8.7% | -49.7% | +58.4% | +10.4% |
| 1Y | +11.0% | -59.1% | +70.1% | +13.1% |
| All | +18.1% | -77.9% | +95.9% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 5y: compounded portfolio wealth divided by compounded FIG 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…
5y analysis · Full analysis span regression · 6 months rolling