+78.1%
IVV vs FTI
+212.2%
-134.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -0.4% |
| 6M | +2.2% | -8.7% | +10.9% | +3.3% |
| YTD | +11.5% | +49.0% | -37.5% | +0.7% |
| 1Y | +13.5% | +54.0% | -40.5% | +1.6% |
| 3Y | +78.1% | +211.6% | -133.5% | +36.4% |
| All | +78.1% | +212.2% | -134.1% | +36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling