+68.2%
IVV vs FTV
+12.0%
+56.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | -2.7% | +0.2% | -2.9% | -2.8% |
| 30D | -5.4% | +15.7% | -21.0% | -11.2% |
| 3M | -4.1% | +7.5% | -11.6% | -7.2% |
| 6M | +0.7% | +8.5% | -7.7% | -3.5% |
| YTD | +8.7% | +18.8% | -10.1% | -1.3% |
| 1Y | +11.0% | +28.5% | -17.6% | -3.4% |
| 3Y | +75.4% | +34.0% | +41.4% | +45.2% |
| All | +68.2% | +12.0% | +56.2% | +44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling