+73.7%
EXE vs IVZ
+37.5%
+36.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.0% |
| 7D | +1.5% | -2.8% | +4.3% | +2.1% |
| 30D | -0.2% | -2.2% | +2.0% | 0.0% |
| 3M | -9.2% | -8.1% | -1.1% | -7.8% |
| 6M | -7.2% | +3.8% | -11.0% | -8.9% |
| YTD | -18.3% | +11.5% | -29.7% | -21.9% |
| 1Y | -23.6% | +23.7% | -47.3% | -29.2% |
| 3Y | +21.9% | +145.8% | -123.9% | -11.8% |
| 5Y | +73.7% | +36.1% | +37.5% | +54.3% |
| All | +73.7% | +37.5% | +36.1% | +54.3% |
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