+310.3%
IVV vs FTI
+189.4%
+121.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.8% |
| 7D | +2.6% | +4.3% | -1.7% | +1.8% |
| 30D | -2.0% | -4.7% | +2.7% | -1.3% |
| 3M | -2.8% | -13.5% | +10.8% | -0.5% |
| 6M | +2.2% | -8.7% | +10.9% | +3.2% |
| YTD | +11.5% | +49.0% | -37.5% | +2.7% |
| 1Y | +13.5% | +54.0% | -40.5% | +3.8% |
| 3Y | +78.1% | +211.6% | -133.5% | +40.9% |
| 5Y | +73.1% | +881.9% | -808.8% | +7.2% |
| All | +310.3% | +189.4% | +121.0% | +176.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 10y: compounded portfolio wealth divided by compounded FTI 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…
10y analysis · Full analysis span regression · 6 months rolling