+776.1%
IVV vs FISV
+673.3%
+102.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | +0.1% | -0.3% | +0.5% | +0.2% |
| 30D | +0.1% | -2.1% | +2.1% | +0.6% |
| 3M | +2.0% | -5.7% | +7.7% | +3.0% |
| 6M | +13.0% | -15.3% | +28.4% | +17.9% |
| YTD | +13.6% | -21.1% | +34.7% | +20.9% |
| 1Y | +20.1% | -61.1% | +81.2% | +55.8% |
| 3Y | +77.6% | -56.8% | +134.5% | +110.9% |
| 5Y | +82.5% | -54.2% | +136.6% | +107.2% |
| 10Y | +316.5% | +1.6% | +314.9% | +232.4% |
| All | +776.1% | +673.3% | +102.9% | +222.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling