+13.5%
IVV vs IFF
+27.0%
-13.5%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.5% |
| 7D | +2.6% | -1.8% | +4.3% | +2.7% |
| 30D | -2.0% | -9.4% | +7.4% | -1.3% |
| 3M | -2.8% | -3.0% | +0.2% | -2.8% |
| 6M | +2.2% | +5.8% | -3.6% | +1.0% |
| YTD | +11.5% | +22.4% | -10.8% | +7.8% |
| 1Y | +13.5% | +23.0% | -9.5% | +9.8% |
| All | +13.5% | +27.0% | -13.5% | +9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling