+109.1%
IVV vs EXE
+155.8%
-46.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.7% | +2.1% |
| 7D | +0.1% | -3.9% | +4.0% | +0.7% |
| 30D | -3.3% | -2.6% | -0.8% | -3.0% |
| 3M | -2.4% | -6.9% | +4.5% | -1.5% |
| 6M | +2.6% | -9.3% | +11.9% | +3.8% |
| YTD | +11.3% | -20.7% | +32.0% | +14.6% |
| 1Y | +13.4% | -21.8% | +35.3% | +17.0% |
| 3Y | +80.3% | +16.2% | +64.1% | +72.2% |
| 5Y | +72.7% | +61.1% | +11.6% | +57.6% |
| All | +109.1% | +155.8% | -46.7% | +81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 10y: compounded portfolio wealth divided by compounded EXE 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…
10y analysis · Full analysis span regression · 6 months rolling