+68.2%
IVV vs FITB
+44.6%
+23.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.6% |
| YTD | +8.7% | +16.1% | -7.4% | +2.6% |
| 1Y | +11.0% | +28.8% | -17.9% | +1.0% |
| 3Y | +75.4% | +126.0% | -50.6% | +30.0% |
| All | +68.2% | +44.6% | +23.6% | +43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling