+104.3%
IVV vs EXE
+151.8%
-47.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | -2.7% | -6.6% | +3.9% | -1.7% |
| 30D | -5.4% | -4.0% | -1.4% | -4.8% |
| 3M | -4.1% | -7.5% | +3.4% | -3.1% |
| 6M | +0.7% | -11.7% | +12.4% | +2.3% |
| YTD | +8.7% | -22.0% | +30.7% | +12.3% |
| 1Y | +11.0% | -21.8% | +32.8% | +14.4% |
| 3Y | +75.4% | +8.0% | +67.4% | +69.6% |
| 5Y | +68.3% | +62.3% | +6.0% | +53.7% |
| All | +104.3% | +151.8% | -47.5% | +77.8% |
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