+15.0%
IVV vs FRMI
-78.0%
+93.0%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.7% | -0.3% |
| 7D | -0.4% | +15.9% | -16.3% | -0.8% |
| 30D | -1.4% | -6.0% | +4.6% | -1.4% |
| 3M | +3.7% | -1.6% | +5.3% | +3.0% |
| 6M | +13.0% | -30.7% | +43.7% | +12.9% |
| YTD | +12.4% | -30.9% | +43.3% | +12.2% |
| All | +15.0% | -78.0% | +93.0% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 1y: compounded portfolio wealth divided by compounded FRMI 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…
1y analysis · Full analysis span regression · 6 months rolling