+738.6%
IVV vs VFC
+507.2%
+231.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -2.7% | +11.2% | -13.9% | -5.6% |
| 30D | -5.4% | +41.5% | -46.9% | -14.4% |
| 3M | -4.1% | +38.9% | -43.0% | -12.9% |
| 6M | +0.7% | +6.1% | -5.4% | -2.6% |
| YTD | +8.7% | +14.5% | -5.8% | +2.0% |
| 1Y | +11.0% | +46.0% | -35.0% | -3.5% |
| 3Y | +75.4% | +36.4% | +39.0% | +34.8% |
| 5Y | +68.3% | -67.5% | +135.9% | +105.5% |
| 10Y | +315.5% | -45.8% | +361.4% | +283.6% |
| All | +738.6% | +507.2% | +231.5% | +211.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling