+783.6%
IVV vs EXPE
+769.8%
+13.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -13.7% | +9.3% | -1.4% |
| 7D | -4.8% | -3.6% | -1.1% | -4.3% |
| 30D | -5.9% | +4.8% | -10.7% | -7.4% |
| 3M | -4.5% | -14.6% | +10.1% | -2.1% |
| 6M | +1.8% | +10.0% | -8.1% | -1.9% |
| YTD | +8.4% | -3.3% | +11.6% | +6.1% |
| 1Y | +9.4% | +28.4% | -19.0% | -0.1% |
| 3Y | +75.3% | +145.1% | -69.8% | +33.8% |
| 5Y | +67.8% | +51.6% | +16.1% | +37.2% |
| 10Y | +314.2% | +128.8% | +185.3% | +180.9% |
| All | +783.6% | +769.8% | +13.8% | +217.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling