+464.2%
IVV vs SFM
+132.6%
+331.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -0.7% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | +0.1% | -4.4% | +4.4% | +0.5% |
| 3M | +2.0% | +1.5% | +0.5% | +1.5% |
| 6M | +13.0% | +6.5% | +6.6% | +11.3% |
| YTD | +13.6% | +2.2% | +11.4% | +12.3% |
| 1Y | +20.1% | -41.9% | +62.0% | +26.6% |
| 3Y | +77.6% | +106.8% | -29.1% | +57.7% |
| 5Y | +82.5% | +231.6% | -149.1% | +50.0% |
| 10Y | +316.5% | +258.4% | +58.1% | +225.6% |
| All | +464.2% | +132.6% | +331.6% | +362.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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