+880.7%
IVV vs FTI
+1,715.2%
-834.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.6% | +2.2% |
| 7D | +0.1% | -4.3% | +4.4% | +1.1% |
| 30D | -3.3% | -8.0% | +4.7% | -1.6% |
| 3M | -2.4% | -8.0% | +5.7% | -0.8% |
| 6M | +2.6% | -8.7% | +11.3% | +3.9% |
| YTD | +11.3% | +43.9% | -32.6% | +0.7% |
| 1Y | +13.4% | +49.8% | -36.4% | +1.6% |
| 3Y | +80.3% | +211.7% | -131.4% | +32.2% |
| 5Y | +72.7% | +781.6% | -708.8% | -6.8% |
| 10Y | +309.6% | +180.2% | +129.5% | +154.8% |
| All | +880.7% | +1,715.2% | -834.5% | +202.1% |
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