+312.0%
IVV vs FISV
+22.0%
+290.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.8% | +3.5% | +0.8% |
| 7D | +3.3% | -2.0% | +5.3% | +3.9% |
| 30D | -2.7% | +31.8% | -34.5% | -10.7% |
| 3M | -1.7% | +19.3% | -21.0% | -7.4% |
| 6M | +3.2% | +12.1% | -8.9% | -2.0% |
| YTD | +12.0% | -8.4% | +20.4% | +12.6% |
| 1Y | +12.1% | -4.5% | +16.6% | +11.0% |
| 3Y | +78.6% | -49.4% | +128.0% | +89.9% |
| 5Y | +73.8% | -39.0% | +112.8% | +64.6% |
| All | +312.0% | +22.0% | +290.0% | +185.0% |
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