+306.5%
IVV vs FITB
+247.4%
+59.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.6% |
| 7D | -2.7% | -1.5% | -1.2% | -2.2% |
| 30D | -5.4% | +5.8% | -11.2% | -7.1% |
| 3M | -4.1% | -6.1% | +2.1% | -2.2% |
| 6M | +0.7% | +5.9% | -5.2% | -1.5% |
| YTD | +8.7% | +16.1% | -7.4% | +2.7% |
| 1Y | +11.0% | +28.8% | -17.9% | +1.2% |
| 3Y | +75.4% | +126.0% | -50.6% | +31.1% |
| 5Y | +68.3% | +45.3% | +23.0% | +41.6% |
| All | +306.5% | +247.4% | +59.2% | +149.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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