+162.3%
EXC vs IVZ
+61.6%
+100.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +1.2% |
| 7D | +1.2% | +1.1% | +0.1% | +1.0% |
| 30D | -2.7% | +3.1% | -5.8% | -3.5% |
| 3M | -1.0% | +18.2% | -19.1% | -5.2% |
| 6M | -9.3% | +38.6% | -47.9% | -16.8% |
| YTD | +3.6% | +25.9% | -22.3% | -3.2% |
| 1Y | +5.9% | +51.7% | -45.8% | -5.9% |
| 3Y | +21.3% | +138.7% | -117.4% | -8.2% |
| 5Y | +46.2% | +62.8% | -16.6% | +19.3% |
| All | +162.3% | +61.6% | +100.7% | +57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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