+307.4%
IVV vs FIX
+3,723.8%
-3,416.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | -0.6% | -13.9% | +13.3% | +2.3% |
| 30D | -3.7% | -35.5% | +31.9% | +5.4% |
| 3M | -2.7% | -33.9% | +31.2% | +5.3% |
| 6M | +2.2% | -43.3% | +45.5% | +13.6% |
| YTD | +10.9% | +18.7% | -7.8% | +1.4% |
| 1Y | +11.3% | +13.8% | -2.4% | +2.4% |
| 3Y | +76.9% | +495.0% | -418.1% | -3.7% |
| 5Y | +73.5% | +1,049.0% | -975.6% | -24.5% |
| 10Y | +307.4% | +3,644.4% | -3,337.0% | +24.8% |
| All | +307.4% | +3,723.8% | -3,416.4% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 10y: compounded portfolio wealth divided by compounded FIX 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…
10y analysis · Full analysis span regression · 6 months rolling