+49.0%
IVZ vs EXPD
+313.3%
-264.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -4.5% | -3.6% | -5.0% |
| 7D | -6.7% | -4.8% | -1.9% | -3.5% |
| 30D | -10.9% | -1.5% | -9.3% | -10.0% |
| 3M | -14.8% | +4.1% | -18.9% | -17.4% |
| 6M | +2.4% | +24.0% | -21.6% | -12.4% |
| YTD | +5.4% | +27.4% | -22.0% | -13.6% |
| 1Y | +19.6% | +38.4% | -18.8% | -8.0% |
| 3Y | +122.4% | +73.2% | +49.2% | +39.2% |
| 5Y | +28.8% | +59.9% | -31.1% | -15.9% |
| All | +49.0% | +313.3% | -264.3% | -50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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