+776.1%
IVV vs EXPD
+2,176.4%
-1,400.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.4% |
| 3M | +2.0% | +17.9% | -15.9% | -4.2% |
| 6M | +13.0% | +29.2% | -16.2% | +2.3% |
| YTD | +13.6% | +27.4% | -13.8% | +2.6% |
| 1Y | +20.1% | +56.8% | -36.8% | -0.1% |
| 3Y | +77.6% | +68.0% | +9.6% | +41.9% |
| 5Y | +82.5% | +61.9% | +20.6% | +45.3% |
| 10Y | +316.5% | +316.0% | +0.5% | +133.0% |
| All | +776.1% | +2,176.4% | -1,400.3% | +166.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling