+74.8%
IVV vs EXC
+28.8%
+46.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.6% | -5.0% | -4.4% |
| 7D | -4.8% | +1.4% | -6.1% | -4.7% |
| 30D | -5.9% | +11.6% | -17.6% | -5.8% |
| 3M | -4.5% | +2.7% | -7.2% | -4.5% |
| 6M | +1.8% | +2.7% | -0.8% | +1.9% |
| YTD | +8.4% | +9.7% | -1.3% | +8.3% |
| 1Y | +9.4% | +4.5% | +4.9% | +9.5% |
| All | +74.8% | +28.8% | +46.1% | +74.7% |
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