+582.3%
IVV vs FIVE
+826.1%
-243.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.3% | -0.1% | -3.6% |
| 7D | -4.8% | -1.7% | -3.0% | -4.5% |
| 30D | -5.9% | +14.9% | -20.8% | -8.3% |
| 3M | -4.5% | +7.6% | -12.2% | -6.2% |
| 6M | +1.8% | +6.4% | -4.6% | -0.2% |
| YTD | +8.4% | +28.1% | -19.7% | +2.2% |
| 1Y | +9.4% | +54.7% | -45.3% | -0.5% |
| 3Y | +75.3% | +36.1% | +39.2% | +55.1% |
| 5Y | +67.8% | +14.9% | +52.9% | +49.1% |
| 10Y | +314.2% | +578.8% | -264.7% | +169.1% |
| All | +582.3% | +826.1% | -243.8% | +317.2% |
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 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