+29.4%
EXPE vs IVZ
+48.1%
-18.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.8% |
| 7D | -8.7% | -2.4% | -6.3% | -7.8% |
| 30D | -13.6% | +2.5% | -16.1% | -14.4% |
| 3M | +26.6% | +17.1% | +9.6% | +18.2% |
| 6M | +19.9% | +35.1% | -15.2% | +1.8% |
| YTD | -1.7% | +24.3% | -26.0% | -11.8% |
| 1Y | +29.4% | +48.7% | -19.2% | +2.4% |
| All | +29.4% | +48.1% | -18.7% | +2.4% |
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