+897.3%
IVV vs FIS
+374.5%
+522.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | +0.1% | +1.1% | -1.0% | -0.3% |
| 30D | +0.1% | -2.2% | +2.3% | +0.7% |
| 3M | +2.0% | +2.1% | -0.1% | +0.4% |
| 6M | +13.0% | -14.7% | +27.7% | +17.9% |
| YTD | +13.6% | -35.7% | +49.3% | +31.0% |
| 1Y | +20.1% | -37.1% | +57.1% | +39.1% |
| 3Y | +77.6% | -20.0% | +97.6% | +83.6% |
| 5Y | +82.5% | -62.1% | +144.6% | +138.7% |
| 10Y | +316.5% | -37.4% | +353.9% | +342.2% |
| All | +897.3% | +374.5% | +522.8% | +425.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling