+226.9%
IVZ vs EXEL
+273.2%
-46.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | +0.6% | +8.4% | -7.7% | -1.2% |
| 30D | +4.0% | +4.1% | -0.1% | +2.9% |
| 3M | +18.2% | +12.4% | +5.8% | +14.9% |
| 6M | +32.8% | +41.5% | -8.7% | +22.4% |
| YTD | +28.7% | +34.6% | -5.9% | +19.7% |
| 1Y | +55.4% | +57.9% | -2.5% | +38.9% |
| 3Y | +135.2% | +159.5% | -24.3% | +83.6% |
| 5Y | +64.2% | +198.5% | -134.3% | +22.6% |
| 10Y | +64.6% | +411.4% | -346.7% | -2.9% |
| All | +226.9% | +273.2% | -46.2% | -3.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling