+88.2%
IVV vs FRSH
-70.6%
+158.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.7% | +4.3% | +0.2% |
| 7D | +0.1% | -8.2% | +8.3% | +1.3% |
| 30D | +0.1% | +10.5% | -10.4% | -1.4% |
| 3M | +2.0% | +32.7% | -30.7% | -2.4% |
| 6M | +13.0% | +50.3% | -37.3% | +5.8% |
| YTD | +13.6% | +3.9% | +9.7% | +11.6% |
| 1Y | +20.1% | -2.2% | +22.2% | +18.8% |
| 3Y | +77.6% | -42.9% | +120.5% | +85.3% |
| All | +88.2% | -70.6% | +158.7% | +87.4% |
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