+309.6%
IVV vs FTV
+113.3%
+196.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.6% | -0.3% | +1.1% |
| 7D | +0.1% | +0.4% | -0.3% | -0.1% |
| 30D | -3.3% | +17.2% | -20.5% | -10.3% |
| 3M | -2.4% | +8.9% | -11.2% | -6.4% |
| 6M | +2.6% | +11.3% | -8.7% | -3.2% |
| YTD | +11.3% | +21.9% | -10.6% | -0.6% |
| 1Y | +13.4% | +31.6% | -18.1% | -2.6% |
| 3Y | +80.3% | +38.1% | +42.2% | +48.0% |
| 5Y | +72.7% | +15.7% | +57.0% | +52.0% |
| 10Y | +309.6% | +107.5% | +202.2% | +172.4% |
| All | +309.6% | +113.3% | +196.3% | +172.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 10y: compounded portfolio wealth divided by compounded FTV 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…
10y analysis · Full analysis span regression · 6 months rolling