+858.1%
IVV vs FTI
+1,702.1%
-844.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.8% | -0.4% |
| 7D | -2.7% | -7.6% | +4.9% | -0.9% |
| 30D | -5.4% | -7.1% | +1.8% | -3.9% |
| 3M | -4.1% | -8.7% | +4.6% | -2.4% |
| 6M | +0.7% | -14.0% | +14.7% | +3.5% |
| YTD | +8.7% | +42.8% | -34.1% | -1.4% |
| 1Y | +11.0% | +50.4% | -39.4% | -0.7% |
| 3Y | +75.4% | +194.1% | -118.7% | +30.3% |
| 5Y | +68.3% | +775.2% | -706.9% | -9.0% |
| 10Y | +315.5% | +189.2% | +126.3% | +156.0% |
| All | +858.1% | +1,702.1% | -844.0% | +195.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling