+83.1%
IVV vs FN
+289.0%
-206.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.6% | -0.9% |
| 7D | +0.1% | -1.7% | +1.8% | +0.4% |
| 30D | +0.1% | -22.0% | +22.1% | +3.1% |
| 3M | +2.0% | -43.0% | +45.0% | +9.4% |
| 6M | +13.0% | -27.7% | +40.8% | +15.2% |
| YTD | +13.6% | -10.5% | +24.1% | +10.7% |
| 1Y | +20.1% | +12.5% | +7.6% | +11.6% |
| 3Y | +77.6% | +153.8% | -76.2% | +33.3% |
| All | +83.1% | +289.0% | -206.0% | +18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling