+791.8%
IVV vs FLR
+482.5%
+309.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.3% | -3.0% | -0.4% |
| 7D | -2.7% | -0.8% | -1.9% | -2.5% |
| 30D | -5.4% | -9.1% | +3.7% | -3.6% |
| 3M | -4.1% | -4.7% | +0.6% | -3.8% |
| 6M | +0.7% | -14.2% | +15.0% | +2.4% |
| YTD | +8.7% | +17.3% | -8.5% | +2.9% |
| 1Y | +11.0% | +4.3% | +6.7% | +7.5% |
| 3Y | +75.4% | +30.7% | +44.7% | +55.3% |
| 5Y | +68.3% | +101.3% | -33.0% | +31.7% |
| 10Y | +315.5% | +12.4% | +303.2% | +212.0% |
| All | +791.8% | +482.5% | +309.3% | +298.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling