+313.4%
IVV vs FIS
-52.2%
+365.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.7% | -5.4% | -0.8% |
| 7D | -0.9% | +1.5% | -2.4% | -1.4% |
| 30D | -2.3% | -11.8% | +9.5% | -0.6% |
| 3M | -1.2% | -28.5% | +27.4% | +7.7% |
| 6M | +3.3% | -27.0% | +30.3% | +10.9% |
| YTD | +12.3% | -53.1% | +65.4% | +40.2% |
| 1Y | +12.5% | -52.8% | +65.3% | +40.0% |
| 3Y | +79.2% | -37.5% | +116.6% | +94.3% |
| 5Y | +75.6% | -71.1% | +146.7% | +154.1% |
| 10Y | +313.4% | -52.0% | +365.4% | +388.6% |
| All | +313.4% | -52.2% | +365.6% | +388.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 10y: compounded portfolio wealth divided by compounded FIS 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…
10y analysis · Full analysis span regression · 6 months rolling