+68.2%
IVV vs EXC
+41.2%
+27.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.7% |
| 7D | -2.7% | -1.2% | -1.5% | -2.5% |
| 30D | -5.4% | +10.0% | -15.3% | -7.1% |
| 3M | -4.1% | +1.6% | -5.7% | -4.4% |
| 6M | +0.7% | +3.3% | -2.5% | -0.2% |
| YTD | +8.7% | +7.6% | +1.2% | +6.3% |
| 1Y | +11.0% | +3.5% | +7.5% | +9.5% |
| 3Y | +75.4% | +27.7% | +47.8% | +61.3% |
| All | +68.2% | +41.2% | +27.0% | +43.0% |
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