+3.6%
EXE vs IVZ
+56.4%
-52.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.1% |
| 7D | -0.3% | +0.6% | -0.9% | -0.2% |
| 30D | +8.5% | +4.0% | +4.5% | +8.5% |
| 3M | +5.5% | +18.2% | -12.7% | +5.6% |
| 6M | -5.9% | +32.8% | -38.7% | -5.7% |
| YTD | -9.7% | +28.7% | -38.5% | -10.5% |
| 1Y | +3.6% | +55.4% | -51.8% | +3.9% |
| All | +3.6% | +56.4% | -52.9% | +3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling