+78.8%
IVV vs FTV
+39.1%
+39.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +3.3% | +3.7% | -0.4% | +2.1% |
| 30D | -2.7% | +16.8% | -19.5% | -7.5% |
| 3M | -1.7% | +10.4% | -12.1% | -4.9% |
| 6M | +3.2% | +12.8% | -9.7% | -1.3% |
| YTD | +12.0% | +23.3% | -11.3% | +2.8% |
| 1Y | +12.1% | +31.0% | -18.9% | +0.1% |
| All | +78.8% | +39.1% | +39.8% | +57.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling