+20.7%
EXE vs IVZ
+140.4%
-119.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.6% |
| 7D | -1.8% | +1.1% | -2.9% | -2.0% |
| 30D | +6.4% | +3.1% | +3.3% | +5.9% |
| 3M | +9.2% | +18.2% | -8.9% | +6.3% |
| 6M | -7.0% | +38.6% | -45.6% | -12.2% |
| YTD | -9.5% | +25.9% | -35.4% | -13.4% |
| 1Y | +6.2% | +51.7% | -45.4% | -2.4% |
| 3Y | +20.7% | +138.7% | -117.9% | -1.8% |
| All | +20.7% | +140.4% | -119.6% | -1.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling