+49.0%
IVZ vs EXEL
+461.0%
-412.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.3% |
| 7D | -2.4% | +0.3% | -2.7% | -2.4% |
| 30D | -11.2% | +19.0% | -30.3% | -14.5% |
| 3M | -14.0% | +33.3% | -47.3% | -19.3% |
| 6M | +0.5% | +42.9% | -42.4% | -7.4% |
| YTD | +5.4% | +58.7% | -53.3% | -5.4% |
| 1Y | +19.5% | +70.5% | -51.1% | +5.5% |
| 3Y | +128.7% | +233.8% | -105.1% | +68.9% |
| 5Y | +28.8% | +259.3% | -230.6% | -7.9% |
| All | +49.0% | +461.0% | -412.1% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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