+75.4%
IVV vs FIS
-39.8%
+115.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.6% | +0.6% |
| 7D | -2.7% | -25.5% | +22.8% | -0.1% |
| 30D | -5.4% | -15.1% | +9.7% | -4.9% |
| 3M | -4.1% | -32.1% | +28.1% | -0.2% |
| 6M | +0.7% | -36.1% | +36.8% | +5.6% |
| YTD | +8.7% | -55.4% | +64.1% | +23.3% |
| 1Y | +11.0% | -53.9% | +64.9% | +24.8% |
| 3Y | +75.4% | -39.8% | +115.2% | +84.8% |
| All | +75.4% | -39.8% | +115.2% | +84.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling