+78.4%
IVV vs FITB
+128.4%
-50.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | +0.1% | +0.6% | -0.5% | -0.1% |
| 30D | +0.1% | -4.7% | +4.8% | +1.4% |
| 3M | +2.0% | +6.7% | -4.7% | -0.1% |
| 6M | +13.0% | +12.6% | +0.5% | +8.7% |
| YTD | +13.6% | +19.1% | -5.5% | +7.0% |
| 1Y | +20.1% | +22.6% | -2.6% | +11.9% |
| All | +78.4% | +128.4% | -50.0% | +42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling