+46.2%
EXC vs IVZ
+63.4%
-17.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +0.9% |
| 7D | +1.2% | +1.1% | +0.1% | +1.1% |
| 30D | -2.7% | +3.1% | -5.8% | -3.1% |
| 3M | -1.0% | +18.2% | -19.1% | -2.9% |
| 6M | -9.3% | +38.6% | -47.9% | -12.9% |
| YTD | +3.6% | +25.9% | -22.3% | +0.4% |
| 1Y | +5.9% | +51.7% | -45.8% | 0.0% |
| 3Y | +21.3% | +138.7% | -117.4% | +4.1% |
| 5Y | +46.2% | +62.8% | -16.6% | +28.5% |
| All | +46.2% | +63.4% | -17.2% | +28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling