+766.3%
IVV vs IFF
+369.9%
+396.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.5% |
| 7D | -0.9% | -5.7% | +4.8% | +1.3% |
| 30D | -2.3% | -2.7% | +0.4% | -1.7% |
| 3M | -1.2% | -2.3% | +1.1% | -0.7% |
| 6M | +3.3% | +6.0% | -2.7% | -0.2% |
| YTD | +12.3% | +24.6% | -12.3% | +0.4% |
| 1Y | +12.5% | +29.4% | -16.8% | -1.1% |
| 3Y | +79.2% | +23.1% | +56.0% | +56.0% |
| 5Y | +75.6% | -37.2% | +112.8% | +93.9% |
| 10Y | +313.4% | -10.8% | +324.2% | +266.5% |
| All | +766.3% | +369.9% | +396.5% | +270.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling