+615.2%
IVV vs FIVE
+868.1%
-253.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.1% | -5.5% | -1.3% |
| 7D | +0.1% | +4.3% | -4.1% | -0.7% |
| 30D | +0.1% | +12.5% | -12.4% | -2.3% |
| 3M | +2.0% | +31.2% | -29.2% | -3.3% |
| 6M | +13.0% | +14.4% | -1.3% | +9.2% |
| YTD | +13.6% | +33.9% | -20.3% | +6.4% |
| 1Y | +20.1% | +65.1% | -45.0% | +7.8% |
| 3Y | +77.6% | +49.0% | +28.6% | +54.6% |
| 5Y | +82.5% | +30.3% | +52.2% | +58.4% |
| 10Y | +316.5% | +481.1% | -164.6% | +174.7% |
| All | +615.2% | +868.1% | -253.0% | +334.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling