+313.7%
IVV vs FLR
+18.9%
+294.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | +0.5% | +0.7% | -0.2% | +0.4% |
| 30D | -1.0% | -0.7% | -0.3% | -1.0% |
| 3M | +3.9% | +14.3% | -10.5% | +1.5% |
| 6M | +14.5% | +25.6% | -11.1% | +10.0% |
| YTD | +12.9% | +42.9% | -30.0% | +6.5% |
| 1Y | +19.4% | +38.7% | -19.4% | +12.7% |
| 3Y | +78.8% | +61.8% | +17.0% | +61.8% |
| 5Y | +82.2% | +254.1% | -171.9% | +47.7% |
| 10Y | +313.7% | +20.0% | +293.6% | +265.0% |
| All | +313.7% | +18.9% | +294.8% | +265.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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