+735.8%
IVV vs FIX
+17,431.4%
-16,695.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -11.6% | +7.2% | -2.2% |
| 7D | -4.8% | -27.2% | +22.5% | +0.8% |
| 30D | -5.9% | -46.9% | +41.0% | +5.5% |
| 3M | -4.5% | -44.4% | +39.9% | +5.7% |
| 6M | +1.8% | -50.9% | +52.7% | +14.5% |
| YTD | +8.4% | +3.5% | +4.8% | +4.2% |
| 1Y | +9.4% | -2.1% | +11.5% | +6.0% |
| 3Y | +75.3% | +418.7% | -343.5% | +15.9% |
| 5Y | +67.8% | +894.6% | -826.8% | -4.0% |
| 10Y | +314.2% | +3,465.5% | -3,151.3% | +77.6% |
| All | +735.8% | +17,431.4% | -16,695.6% | +142.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling