+760.2%
IVV vs IFF
+361.4%
+398.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.8% |
| 7D | +2.6% | -1.8% | +4.3% | +3.2% |
| 30D | -2.0% | -9.4% | +7.4% | +1.4% |
| 3M | -2.8% | -3.0% | +0.2% | -2.1% |
| 6M | +2.2% | +5.8% | -3.6% | -1.2% |
| YTD | +11.5% | +22.4% | -10.8% | +0.3% |
| 1Y | +13.5% | +23.0% | -9.5% | +1.7% |
| 3Y | +78.1% | +21.8% | +56.3% | +55.7% |
| 5Y | +73.1% | -39.2% | +112.4% | +93.6% |
| 10Y | +310.4% | -12.4% | +322.8% | +266.3% |
| All | +760.2% | +361.4% | +398.8% | +269.9% |
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 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