+83.1%
IVV vs EXEL
+199.5%
-116.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | +0.1% | +8.4% | -8.3% | -1.0% |
| 30D | +0.1% | +4.1% | -4.0% | -0.6% |
| 3M | +2.0% | +12.4% | -10.4% | +0.2% |
| 6M | +13.0% | +41.5% | -28.5% | +7.2% |
| YTD | +13.6% | +34.6% | -21.0% | +8.3% |
| 1Y | +20.1% | +57.9% | -37.8% | +11.5% |
| 3Y | +77.6% | +159.5% | -81.9% | +47.8% |
| All | +83.1% | +199.5% | -116.5% | +40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling