+127.7%
EXPE vs IVZ
+43.7%
+84.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.5% | -2.3% |
| 7D | -0.5% | +7.6% | -8.1% | -4.1% |
| 30D | -6.1% | +4.3% | -10.4% | -7.8% |
| 3M | -21.3% | -9.3% | -12.0% | -17.7% |
| 6M | +19.0% | +5.2% | +13.8% | +14.5% |
| YTD | -8.4% | +13.4% | -21.9% | -15.6% |
| 1Y | -2.8% | +25.4% | -28.2% | -14.7% |
| 3Y | +120.8% | +152.5% | -31.7% | +32.9% |
| 5Y | +46.2% | +36.7% | +9.5% | +15.1% |
| All | +127.7% | +43.7% | +84.0% | +42.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling