+306.5%
IVV vs EXPD
+304.0%
+2.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +1.2% |
| 7D | -2.7% | -7.2% | +4.5% | +0.2% |
| 30D | -5.4% | -3.3% | -2.1% | -4.2% |
| 3M | -4.1% | +3.4% | -7.4% | -5.6% |
| 6M | +0.7% | +22.7% | -22.0% | -7.9% |
| YTD | +8.7% | +24.5% | -15.8% | -2.6% |
| 1Y | +11.0% | +38.6% | -27.7% | -5.3% |
| 3Y | +75.4% | +71.5% | +3.9% | +31.9% |
| 5Y | +68.3% | +56.2% | +12.1% | +29.4% |
| All | +306.5% | +304.0% | +2.5% | +103.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling