+270.0%
IVV vs FND
+61.4%
+208.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.1% | +0.6% |
| 7D | +3.3% | -5.1% | +8.5% | +4.4% |
| 30D | -2.7% | +9.2% | -11.8% | -4.7% |
| 3M | -1.7% | -17.7% | +16.0% | +1.8% |
| 6M | +3.2% | +2.5% | +0.7% | +1.1% |
| YTD | +12.0% | -19.8% | +31.8% | +14.6% |
| 1Y | +12.1% | -22.7% | +34.8% | +15.5% |
| 3Y | +78.6% | -38.3% | +116.9% | +85.6% |
| 5Y | +73.8% | -63.0% | +136.8% | +93.8% |
| All | +270.0% | +61.4% | +208.6% | +199.7% |
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