+75.6%
IVV vs EXC
+40.5%
+35.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | -0.9% | -1.4% | +0.4% | -0.7% |
| 30D | -2.3% | +8.3% | -10.6% | -3.9% |
| 3M | -1.2% | +2.6% | -3.8% | -1.7% |
| 6M | +3.3% | +5.2% | -1.9% | +1.9% |
| YTD | +12.3% | +7.5% | +4.8% | +9.8% |
| 1Y | +12.5% | +3.2% | +9.4% | +11.1% |
| 3Y | +79.2% | +29.5% | +49.6% | +63.7% |
| 5Y | +75.6% | +39.7% | +36.0% | +51.1% |
| All | +75.6% | +40.5% | +35.2% | +51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling