+15.5%
IVV vs FRMI
-77.3%
+92.8%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +11.5% | -12.1% | -0.9% |
| 7D | +0.5% | +23.3% | -22.8% | -0.1% |
| 30D | -1.0% | -7.6% | +6.6% | -0.9% |
| 3M | +3.9% | +0.2% | +3.7% | +3.1% |
| 6M | +14.5% | -28.7% | +43.2% | +14.3% |
| YTD | +12.9% | -28.6% | +41.5% | +12.6% |
| All | +15.5% | -77.3% | +92.8% | +16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling