+36.1%
IVZ vs EXEL
+286.3%
-250.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | -2.8% | -2.8% | +0.1% | -2.0% |
| 30D | -2.2% | +18.2% | -20.3% | -5.8% |
| 3M | -8.1% | +37.7% | -45.8% | -14.7% |
| 6M | +3.8% | +42.2% | -38.4% | -4.8% |
| YTD | +11.5% | +61.3% | -49.8% | -1.2% |
| 1Y | +23.7% | +64.5% | -40.8% | +9.0% |
| 3Y | +145.8% | +236.7% | -90.9% | +69.3% |
| 5Y | +36.1% | +296.3% | -260.2% | -13.0% |
| All | +36.1% | +286.3% | -250.2% | -13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling