+83.1%
IVV vs VFC
-79.1%
+162.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -0.8% |
| 7D | +0.1% | -1.6% | +1.7% | +0.3% |
| 30D | +0.1% | -11.6% | +11.7% | +1.9% |
| 3M | +2.0% | -18.1% | +20.1% | +4.5% |
| 6M | +13.0% | -27.4% | +40.4% | +17.6% |
| YTD | +13.6% | -24.8% | +38.4% | +17.3% |
| 1Y | +20.1% | -8.2% | +28.3% | +19.5% |
| 3Y | +77.6% | -29.1% | +106.7% | +74.3% |
| All | +83.1% | -79.1% | +162.1% | +154.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 5y: compounded portfolio wealth divided by compounded VFC 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…
5y analysis · Full analysis span regression · 6 months rolling