+313.4%
IVV vs FTI
+180.1%
+133.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.1% |
| 7D | -0.9% | +1.4% | -2.3% | -1.2% |
| 30D | -2.3% | -6.3% | +3.9% | -1.4% |
| 3M | -1.2% | -13.1% | +12.0% | +1.1% |
| 6M | +3.3% | -8.0% | +11.3% | +4.2% |
| YTD | +12.3% | +47.1% | -34.7% | +3.7% |
| 1Y | +12.5% | +50.7% | -38.1% | +3.3% |
| 3Y | +79.2% | +209.0% | -129.8% | +41.9% |
| 5Y | +75.6% | +847.0% | -771.3% | +9.5% |
| 10Y | +313.4% | +184.3% | +129.1% | +179.4% |
| All | +313.4% | +180.1% | +133.3% | +179.4% |
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