+306.5%
IVV vs EXPE
+115.0%
+191.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.9% | +5.2% | +1.3% |
| 7D | -2.7% | -9.3% | +6.6% | -1.0% |
| 30D | -5.4% | +0.1% | -5.5% | -5.9% |
| 3M | -4.1% | -15.3% | +11.3% | -1.5% |
| 6M | +0.7% | +5.5% | -4.7% | -2.0% |
| YTD | +8.7% | -8.0% | +16.7% | +7.7% |
| 1Y | +11.0% | +18.9% | -7.9% | +3.2% |
| 3Y | +75.4% | +135.5% | -60.1% | +35.2% |
| 5Y | +68.3% | +44.3% | +24.1% | +39.1% |
| All | +306.5% | +115.0% | +191.5% | +162.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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