+309.6%
IVV vs FLR
+17.5%
+292.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +8.3% | -5.9% | +1.2% |
| 7D | +0.1% | +8.5% | -8.4% | -1.0% |
| 30D | -3.3% | -0.7% | -2.6% | -3.3% |
| 3M | -2.4% | -11.7% | +9.3% | -1.0% |
| 6M | +2.6% | +16.2% | -13.6% | -0.2% |
| YTD | +11.3% | +27.0% | -15.7% | +6.4% |
| 1Y | +13.4% | +10.1% | +3.4% | +10.5% |
| 3Y | +80.3% | +46.2% | +34.1% | +65.2% |
| 5Y | +72.7% | +121.4% | -48.7% | +48.2% |
| 10Y | +309.6% | +11.0% | +298.7% | +271.0% |
| All | +309.6% | +17.5% | +292.1% | +271.0% |
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