+83.1%
IVV vs EXPD
+61.6%
+21.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.7% |
| 7D | +0.1% | -1.1% | +1.3% | +0.5% |
| 30D | +0.1% | +4.1% | -4.0% | -1.2% |
| 3M | +2.0% | +17.9% | -15.9% | -3.3% |
| 6M | +13.0% | +29.2% | -16.2% | +3.7% |
| YTD | +13.6% | +27.4% | -13.8% | +3.9% |
| 1Y | +20.1% | +56.8% | -36.8% | +1.3% |
| 3Y | +77.6% | +68.0% | +9.6% | +42.8% |
| All | +83.1% | +61.6% | +21.5% | +42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling