+83.1%
IVV vs FIVE
+31.2%
+51.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.1% | -5.5% | -1.3% |
| 7D | +0.1% | +4.3% | -4.1% | -0.6% |
| 30D | +0.1% | +12.5% | -12.4% | -2.1% |
| 3M | +2.0% | +31.2% | -29.2% | -3.1% |
| 6M | +13.0% | +14.4% | -1.3% | +9.4% |
| YTD | +13.6% | +33.9% | -20.3% | +6.7% |
| 1Y | +20.1% | +65.1% | -45.0% | +8.2% |
| 3Y | +77.6% | +49.0% | +28.6% | +56.8% |
| All | +83.1% | +31.2% | +51.8% | +59.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling