+80.1%
IVV vs FLR
+56.7%
+23.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | 0.0% |
| 7D | +0.1% | +5.4% | -5.3% | -0.8% |
| 30D | +0.1% | +11.4% | -11.3% | -2.1% |
| 3M | +2.0% | +11.4% | -9.4% | -0.5% |
| 6M | +13.0% | +16.6% | -3.6% | +8.7% |
| YTD | +13.6% | +41.7% | -28.1% | +5.2% |
| 1Y | +20.1% | +35.4% | -15.3% | +11.6% |
| All | +80.1% | +56.7% | +23.4% | +52.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling