+900.9%
IVV vs FTI
+2,165.1%
-1,264.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +0.1% | +5.3% | -5.2% | -1.1% |
| 30D | +0.1% | +15.3% | -15.3% | -3.3% |
| 3M | +2.0% | +15.8% | -13.8% | -1.9% |
| 6M | +13.0% | +22.6% | -9.5% | +6.9% |
| YTD | +13.6% | +79.5% | -66.0% | -2.1% |
| 1Y | +20.1% | +102.0% | -81.9% | +0.2% |
| 3Y | +77.6% | +315.8% | -238.2% | +21.5% |
| 5Y | +82.5% | +1,129.5% | -1,047.0% | -9.4% |
| 10Y | +316.5% | +320.9% | -4.4% | +133.4% |
| All | +900.9% | +2,165.1% | -1,264.2% | +193.5% |
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