+43.8%
EXC vs IVZ
+27.3%
+16.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -1.2% | -2.4% | +1.3% | -1.0% |
| 30D | +10.0% | -11.2% | +21.2% | +11.1% |
| 3M | +1.6% | -14.0% | +15.6% | +3.0% |
| 6M | +3.3% | +0.5% | +2.8% | +2.7% |
| YTD | +7.6% | +5.4% | +2.1% | +6.0% |
| 1Y | +3.5% | +19.5% | -16.0% | +0.2% |
| 3Y | +27.7% | +128.7% | -101.0% | +8.0% |
| All | +43.8% | +27.3% | +16.5% | +33.9% |
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