+305.2%
IVV vs FN
+663.9%
-358.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -14.2% | +9.8% | -2.0% |
| 7D | -4.8% | -16.0% | +11.2% | -2.3% |
| 30D | -5.9% | -40.1% | +34.2% | +1.9% |
| 3M | -4.5% | -43.9% | +39.4% | +3.6% |
| 6M | +1.8% | -55.6% | +57.5% | +13.5% |
| YTD | +8.4% | -35.7% | +44.0% | +10.3% |
| 1Y | +9.4% | -39.8% | +49.2% | +12.2% |
| 3Y | +75.3% | +80.3% | -5.0% | +34.7% |
| 5Y | +67.8% | +143.3% | -75.5% | +16.0% |
| All | +305.2% | +663.9% | -358.8% | +119.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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