+113.4%
IVV vs EXE
+191.4%
-78.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | -0.2% |
| 7D | +0.1% | -0.3% | +0.4% | +0.2% |
| 30D | +0.1% | +8.5% | -8.4% | -1.2% |
| 3M | +2.0% | +5.5% | -3.5% | +1.0% |
| 6M | +13.0% | -5.9% | +18.9% | +13.8% |
| YTD | +13.6% | -9.7% | +23.3% | +14.9% |
| 1Y | +20.1% | +3.6% | +16.5% | +18.2% |
| 3Y | +77.6% | +18.0% | +59.6% | +69.6% |
| 5Y | +82.5% | +109.4% | -27.0% | +61.2% |
| All | +113.4% | +191.4% | -78.0% | +81.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling