+68.2%
IVV vs FND
-61.6%
+129.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.8% | +0.4% |
| 7D | -2.7% | +7.7% | -10.4% | -4.2% |
| 30D | -5.4% | +11.9% | -17.2% | -7.7% |
| 3M | -4.1% | -14.6% | +10.5% | -1.4% |
| 6M | +0.7% | +0.5% | +0.3% | -0.8% |
| YTD | +8.7% | -15.8% | +24.6% | +10.3% |
| 1Y | +11.0% | -12.9% | +23.9% | +11.4% |
| 3Y | +75.4% | -34.2% | +109.6% | +77.7% |
| All | +68.2% | -61.6% | +129.7% | +87.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling