+420.0%
IVV vs USFR
+28.5%
+391.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -2.7% | +0.1% | -2.8% | -2.7% |
| 30D | -5.4% | +0.4% | -5.8% | -5.5% |
| 3M | -4.1% | +1.1% | -5.1% | -4.4% |
| 6M | +0.7% | +2.1% | -1.3% | +0.1% |
| YTD | +8.7% | +3.4% | +5.3% | +7.5% |
| 1Y | +11.0% | +4.1% | +6.9% | +9.5% |
| 3Y | +75.4% | +14.4% | +61.0% | +67.7% |
| 5Y | +68.3% | +21.3% | +47.0% | +57.6% |
| 10Y | +315.5% | +28.5% | +287.1% | +282.5% |
| All | +420.0% | +28.5% | +391.5% | +374.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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