+75.6%
IVV vs EXPE
+42.3%
+33.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | +0.9% |
| 7D | -0.9% | -17.8% | +16.8% | +2.6% |
| 30D | -2.3% | -3.2% | +0.9% | -2.2% |
| 3M | -1.2% | -19.0% | +17.8% | +2.1% |
| 6M | +3.3% | +17.7% | -14.4% | -1.3% |
| YTD | +12.3% | -7.8% | +20.1% | +11.5% |
| 1Y | +12.5% | -1.4% | +13.9% | +9.9% |
| 3Y | +79.2% | +121.9% | -42.8% | +40.7% |
| 5Y | +75.6% | +44.3% | +31.4% | +46.0% |
| All | +75.6% | +42.3% | +33.3% | +46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling