+826.2%
IVV vs EXPE
+851.4%
-25.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | 0.0% |
| 7D | +0.1% | -9.5% | +9.7% | +2.3% |
| 30D | +0.1% | -6.6% | +6.7% | +1.4% |
| 3M | +2.0% | +31.4% | -29.4% | -4.6% |
| 6M | +13.0% | +35.2% | -22.1% | +4.3% |
| YTD | +13.6% | +5.8% | +7.8% | +9.9% |
| 1Y | +20.1% | +38.7% | -18.6% | +8.4% |
| 3Y | +77.6% | +175.8% | -98.2% | +32.4% |
| 5Y | +82.5% | +111.8% | -29.4% | +38.6% |
| 10Y | +316.5% | +179.7% | +136.8% | +171.7% |
| All | +826.2% | +851.4% | -25.2% | +228.6% |
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