+11.3%
IVV vs FIVE
+63.0%
-51.7%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | -0.6% | +7.3% | -7.9% | -1.2% |
| 30D | -3.7% | +18.1% | -21.7% | -5.0% |
| 3M | -2.7% | +7.7% | -10.4% | -3.5% |
| 6M | +2.2% | +13.6% | -11.4% | +0.9% |
| YTD | +10.9% | +34.6% | -23.7% | +5.7% |
| 1Y | +11.3% | +66.2% | -54.9% | +1.5% |
| All | +11.3% | +63.0% | -51.7% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling