+259.3%
IVV vs FND
+69.4%
+189.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.8% | +0.4% |
| 7D | -2.7% | +7.7% | -10.4% | -4.3% |
| 30D | -5.4% | +11.9% | -17.2% | -7.8% |
| 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% | +10.2% |
| 1Y | +11.0% | -12.9% | +23.9% | +11.4% |
| 3Y | +75.4% | -34.2% | +109.6% | +79.8% |
| 5Y | +68.3% | -61.6% | +129.9% | +86.2% |
| All | +259.3% | +69.4% | +189.8% | +188.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling