+84.7%
IVV vs FRSH
-70.7%
+155.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +2.6% | +4.6% | -2.1% | +1.9% |
| 30D | -2.0% | -7.5% | +5.5% | -1.1% |
| 3M | -2.8% | -0.1% | -2.7% | -3.1% |
| 6M | +2.2% | +54.5% | -52.3% | -4.8% |
| YTD | +11.5% | +3.4% | +8.1% | +9.3% |
| 1Y | +13.5% | +6.4% | +7.1% | +10.7% |
| 3Y | +78.1% | -26.3% | +104.3% | +78.7% |
| 5Y | +73.1% | -66.4% | +139.5% | +71.6% |
| All | +84.7% | -70.7% | +155.5% | +83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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