+732.4%
EXPE vs IVZ
+315.8%
+416.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.8% |
| 7D | -17.8% | -2.8% | -15.0% | -16.5% |
| 30D | -3.2% | -2.2% | -1.1% | -2.2% |
| 3M | -19.0% | -8.1% | -10.9% | -15.8% |
| 6M | +17.7% | +3.8% | +14.0% | +14.2% |
| YTD | -7.8% | +11.5% | -19.2% | -14.0% |
| 1Y | -1.4% | +23.7% | -25.1% | -12.5% |
| 3Y | +121.9% | +145.8% | -23.9% | +37.9% |
| 5Y | +44.3% | +36.1% | +8.1% | +16.4% |
| 10Y | +125.4% | +42.4% | +83.0% | +56.8% |
| All | +732.4% | +315.8% | +416.6% | +236.7% |
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