+1,420.5%
EXC vs IVZ
+1,117.8%
+302.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.3% |
| 7D | +0.3% | +0.6% | -0.4% | +0.2% |
| 30D | -3.7% | +4.0% | -7.7% | -4.4% |
| 3M | -1.3% | +18.2% | -19.5% | -4.6% |
| 6M | -9.7% | +32.8% | -42.5% | -14.8% |
| YTD | +2.9% | +28.7% | -25.9% | -2.7% |
| 1Y | +4.4% | +55.4% | -51.0% | -4.8% |
| 3Y | +22.2% | +135.2% | -113.0% | +0.6% |
| 5Y | +46.7% | +64.2% | -17.5% | +26.4% |
| 10Y | +155.3% | +64.6% | +90.7% | +104.3% |
| All | +1,420.5% | +1,117.8% | +302.7% | +817.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling