+776.1%
IVV vs EXEL
+193.2%
+582.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | +0.1% | +8.4% | -8.3% | -0.8% |
| 30D | +0.1% | +4.1% | -4.0% | -0.5% |
| 3M | +2.0% | +12.4% | -10.4% | +0.4% |
| 6M | +13.0% | +41.5% | -28.5% | +8.2% |
| YTD | +13.6% | +34.6% | -21.0% | +9.2% |
| 1Y | +20.1% | +57.9% | -37.8% | +13.0% |
| 3Y | +77.6% | +159.5% | -81.9% | +55.2% |
| 5Y | +82.5% | +198.5% | -116.0% | +55.5% |
| 10Y | +316.5% | +411.4% | -94.8% | +214.8% |
| All | +776.1% | +193.2% | +582.9% | +370.5% |
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