+150.2%
IVZ vs EXEL
+238.0%
-87.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.1% |
| 7D | +2.2% | -2.4% | +4.6% | +2.6% |
| 30D | -2.2% | +17.9% | -20.1% | -4.7% |
| 3M | -8.4% | +33.3% | -41.7% | -12.6% |
| 6M | +6.2% | +46.6% | -40.4% | -0.5% |
| YTD | +12.4% | +61.0% | -48.6% | +3.3% |
| 1Y | +26.0% | +70.4% | -44.4% | +14.7% |
| All | +150.2% | +238.0% | -87.9% | +98.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling