+774.4%
IVV vs FIX
+19,727.3%
-18,952.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -15.1% | +16.7% | +4.5% |
| 7D | -0.7% | -18.9% | +18.2% | +3.0% |
| 30D | -1.0% | -36.3% | +35.3% | +7.1% |
| 3M | -0.3% | -38.5% | +38.2% | +8.3% |
| 6M | +7.4% | -42.3% | +49.6% | +17.0% |
| YTD | +13.4% | +17.1% | -3.7% | +6.5% |
| 1Y | +14.8% | +14.4% | +0.4% | +8.0% |
| 3Y | +83.3% | +486.7% | -403.3% | +18.4% |
| 5Y | +76.1% | +1,083.7% | -1,007.6% | -2.6% |
| 10Y | +333.3% | +3,932.4% | -3,599.2% | +81.5% |
| All | +774.4% | +19,727.3% | -18,952.9% | +148.1% |
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