+776.1%
IVV vs IFF
+388.6%
+387.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +0.1% | -1.8% | +1.9% | +0.8% |
| 30D | +0.1% | -2.0% | +2.0% | +0.7% |
| 3M | +2.0% | +18.5% | -16.5% | -5.0% |
| 6M | +13.0% | +11.7% | +1.4% | +6.4% |
| YTD | +13.6% | +29.6% | -16.0% | +0.4% |
| 1Y | +20.1% | +35.0% | -14.9% | +3.9% |
| 3Y | +77.6% | +32.3% | +45.3% | +50.4% |
| 5Y | +82.5% | -34.6% | +117.0% | +98.4% |
| 10Y | +316.5% | -20.6% | +337.2% | +290.5% |
| All | +776.1% | +388.6% | +387.5% | +270.3% |
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