+79.4%
IVV vs EXEL
+238.6%
-159.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | -0.9% | -2.8% | +1.9% | -0.7% |
| 30D | -2.3% | +18.2% | -20.5% | -3.7% |
| 3M | -1.2% | +37.7% | -38.9% | -3.7% |
| 6M | +3.3% | +42.2% | -38.9% | +0.2% |
| YTD | +12.3% | +61.3% | -49.0% | +7.5% |
| 1Y | +12.5% | +64.5% | -52.0% | +7.5% |
| All | +79.4% | +238.6% | -159.2% | +65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 3y: compounded portfolio wealth divided by compounded EXEL 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…
3y analysis · Full analysis span regression · 6 months rolling