+322.1%
IVV vs FISV
-4.3%
+326.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.3% | +3.9% | +0.9% |
| 7D | -0.4% | -6.4% | +6.1% | +1.6% |
| 30D | -1.4% | -6.8% | +5.5% | +0.5% |
| 3M | +3.7% | -10.0% | +13.7% | +6.0% |
| 6M | +13.0% | -20.6% | +33.7% | +19.5% |
| YTD | +12.4% | -27.6% | +40.0% | +21.9% |
| 1Y | +18.6% | -64.3% | +82.9% | +54.3% |
| 3Y | +78.1% | -60.0% | +138.1% | +104.1% |
| 5Y | +82.3% | -57.7% | +140.0% | +98.0% |
| 10Y | +322.1% | -3.0% | +325.1% | +208.2% |
| All | +322.1% | -4.3% | +326.4% | +208.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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