+83.1%
IVV vs EXC
+47.1%
+36.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.2% |
| 7D | +0.1% | +0.3% | -0.2% | +0.1% |
| 30D | +0.1% | -3.7% | +3.8% | +0.8% |
| 3M | +2.0% | -1.3% | +3.3% | +2.0% |
| 6M | +13.0% | -9.7% | +22.8% | +15.2% |
| YTD | +13.6% | +2.9% | +10.7% | +12.1% |
| 1Y | +20.1% | +4.4% | +15.7% | +17.9% |
| 3Y | +77.6% | +22.2% | +55.4% | +64.6% |
| All | +83.1% | +47.1% | +36.0% | +57.8% |
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