+273.0%
IVV vs FND
+58.4%
+214.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.6% | +4.0% | +0.4% |
| 7D | +0.5% | +0.4% | +0.1% | +0.4% |
| 30D | -1.0% | -23.6% | +22.6% | +4.6% |
| 3M | +3.9% | +4.3% | -0.5% | +2.0% |
| 6M | +14.5% | -20.3% | +34.8% | +18.4% |
| YTD | +12.9% | -21.3% | +34.2% | +16.5% |
| 1Y | +19.4% | -45.4% | +64.7% | +32.8% |
| 3Y | +78.8% | -48.9% | +127.7% | +94.4% |
| 5Y | +82.2% | -61.0% | +143.2% | +101.2% |
| All | +273.0% | +58.4% | +214.6% | +204.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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