+313.6%
IVV vs IFF
-19.8%
+333.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -2.0% | -2.8% | +0.8% | -1.2% |
| 30D | -1.6% | -1.1% | -0.5% | -1.4% |
| 3M | +4.8% | +13.8% | -9.1% | +0.3% |
| 6M | +12.6% | +16.7% | -4.1% | +5.9% |
| YTD | +11.8% | +26.1% | -14.3% | +2.2% |
| 1Y | +17.6% | +33.5% | -15.9% | +5.1% |
| 3Y | +77.0% | +31.6% | +45.4% | +54.8% |
| 5Y | +82.6% | -34.9% | +117.4% | +99.0% |
| All | +313.6% | -19.8% | +333.5% | +294.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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