+74.8%
IVV vs FN
+80.0%
-5.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -14.2% | +9.8% | -2.7% |
| 7D | -4.8% | -16.0% | +11.2% | -3.0% |
| 30D | -5.9% | -40.1% | +34.2% | -0.5% |
| 3M | -4.5% | -43.9% | +39.4% | +1.2% |
| 6M | +1.8% | -55.6% | +57.5% | +10.1% |
| YTD | +8.4% | -35.7% | +44.0% | +9.5% |
| 1Y | +9.4% | -39.8% | +49.2% | +11.2% |
| All | +74.8% | +80.0% | -5.2% | +42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling