+38.6%
EXPE vs IVZ
+37.2%
+1.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -1.9% | -2.0% |
| 7D | -11.2% | +2.2% | -13.4% | -11.9% |
| 30D | -7.5% | -2.2% | -5.3% | -6.3% |
| 3M | -19.1% | -8.4% | -10.6% | -15.3% |
| 6M | +10.7% | +6.2% | +4.6% | +5.4% |
| YTD | -9.9% | +12.4% | -22.3% | -17.7% |
| 1Y | -4.6% | +26.0% | -30.6% | -18.5% |
| 3Y | +116.8% | +147.9% | -31.1% | +16.1% |
| 5Y | +38.6% | +38.8% | -0.2% | +9.2% |
| All | +38.6% | +37.2% | +1.4% | +9.2% |
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 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