+83.1%
IVV vs FTI
+1,129.5%
-1,046.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | +0.1% | +5.3% | -5.2% | -0.7% |
| 30D | +0.1% | +15.3% | -15.3% | -2.3% |
| 3M | +2.0% | +15.8% | -13.8% | -0.8% |
| 6M | +13.0% | +22.6% | -9.5% | +8.6% |
| YTD | +13.6% | +79.5% | -66.0% | +1.9% |
| 1Y | +20.1% | +102.0% | -81.9% | +5.3% |
| 3Y | +77.6% | +315.8% | -238.2% | +36.0% |
| All | +83.1% | +1,129.5% | -1,046.4% | +12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling