+64.7%
IVZ vs EXEL
+397.6%
-332.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | +0.6% | +8.4% | -7.7% | -1.1% |
| 30D | +4.0% | +4.1% | -0.1% | +3.0% |
| 3M | +18.2% | +12.4% | +5.8% | +15.0% |
| 6M | +32.8% | +41.5% | -8.7% | +22.9% |
| YTD | +28.7% | +34.6% | -5.9% | +20.0% |
| 1Y | +55.4% | +57.9% | -2.5% | +39.6% |
| 3Y | +135.2% | +159.5% | -24.3% | +84.9% |
| 5Y | +64.2% | +198.5% | -134.3% | +23.4% |
| All | +64.7% | +397.6% | -332.9% | +6.0% |
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