+80.3%
IVV vs EXC
+28.9%
+51.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | +0.1% | -1.7% | +1.8% | +0.1% |
| 30D | -3.3% | +9.3% | -12.6% | -3.2% |
| 3M | -2.4% | +1.0% | -3.4% | -2.4% |
| 6M | +2.6% | +5.9% | -3.3% | +2.6% |
| YTD | +11.3% | +7.6% | +3.7% | +11.2% |
| 1Y | +13.4% | +2.4% | +11.0% | +13.5% |
| 3Y | +80.3% | +30.2% | +50.0% | +78.5% |
| All | +80.3% | +28.9% | +51.4% | +78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 3y: compounded portfolio wealth divided by compounded EXC 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…
3y analysis · Full analysis span regression · 6 months rolling