+738.6%
IVV vs EXEL
+245.7%
+493.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -0.9% | +0.2% |
| 7D | -2.7% | +0.3% | -3.0% | -2.7% |
| 30D | -5.4% | +19.0% | -24.4% | -7.3% |
| 3M | -4.1% | +33.3% | -37.3% | -7.3% |
| 6M | +0.7% | +42.9% | -42.1% | -3.7% |
| YTD | +8.7% | +58.7% | -50.0% | +2.5% |
| 1Y | +11.0% | +70.5% | -59.5% | +3.6% |
| 3Y | +75.4% | +233.8% | -158.4% | +49.0% |
| 5Y | +68.3% | +259.3% | -191.0% | +40.5% |
| 10Y | +315.5% | +484.1% | -168.6% | +210.6% |
| All | +738.6% | +245.7% | +493.0% | +341.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling