+76.9%
IVV vs EXPE
+126.3%
-49.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.1% |
| 7D | -0.6% | -11.2% | +10.6% | +1.0% |
| 30D | -3.7% | -7.5% | +3.8% | -2.8% |
| 3M | -2.7% | -19.1% | +16.3% | -0.2% |
| 6M | +2.2% | +10.7% | -8.5% | -0.4% |
| YTD | +10.9% | -9.9% | +20.8% | +10.9% |
| 1Y | +11.3% | -4.6% | +15.9% | +9.9% |
| 3Y | +76.9% | +116.8% | -39.9% | +47.1% |
| All | +76.9% | +126.3% | -49.4% | +47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling