+305.2%
IVV vs EXPD
+313.3%
-8.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.5% | +0.1% | -2.6% |
| 7D | -4.8% | -4.8% | 0.0% | -2.9% |
| 30D | -5.9% | -1.5% | -4.4% | -5.4% |
| 3M | -4.5% | +4.1% | -8.6% | -6.3% |
| 6M | +1.8% | +24.0% | -22.2% | -7.3% |
| YTD | +8.4% | +27.4% | -19.0% | -3.8% |
| 1Y | +9.4% | +38.4% | -29.0% | -6.5% |
| 3Y | +75.3% | +73.2% | +2.1% | +31.4% |
| 5Y | +67.8% | +59.9% | +7.9% | +27.8% |
| All | +305.2% | +313.3% | -8.2% | +101.2% |
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