+153.4%
EXE vs IVZ
+58.9%
+94.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.7% | +0.5% |
| 7D | +5.3% | +6.8% | -1.5% | +3.7% |
| 30D | -2.2% | +3.5% | -5.7% | -3.3% |
| 3M | -5.9% | -10.0% | +4.1% | -3.8% |
| 6M | -5.7% | +4.5% | -10.2% | -7.7% |
| YTD | -17.8% | +12.6% | -30.4% | -21.8% |
| 1Y | -23.1% | +24.4% | -47.6% | -29.0% |
| 3Y | +21.2% | +150.6% | -129.4% | -13.2% |
| 5Y | +78.8% | +35.7% | +43.1% | +50.8% |
| All | +153.4% | +58.9% | +94.5% | +102.3% |
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 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