+49.0%
IVZ vs EXPD
+304.0%
-255.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +1.5% |
| 7D | -2.4% | -7.2% | +4.7% | +2.6% |
| 30D | -11.2% | -3.3% | -7.9% | -9.3% |
| 3M | -14.0% | +3.4% | -17.4% | -16.2% |
| 6M | +0.5% | +22.7% | -22.2% | -13.4% |
| YTD | +5.4% | +24.5% | -19.1% | -12.3% |
| 1Y | +19.5% | +38.6% | -19.2% | -8.4% |
| 3Y | +128.7% | +71.5% | +57.2% | +43.8% |
| 5Y | +28.8% | +56.2% | -27.5% | -14.6% |
| All | +49.0% | +304.0% | -255.0% | -49.9% |
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