+1,104.4%
IVZ vs EXPD
+16,923.7%
-15,819.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.7% |
| 7D | +0.6% | -1.1% | +1.8% | +1.2% |
| 30D | +4.0% | +4.1% | -0.1% | +2.0% |
| 3M | +18.2% | +17.9% | +0.3% | +9.1% |
| 6M | +32.8% | +29.2% | +3.6% | +16.7% |
| YTD | +28.7% | +27.4% | +1.4% | +12.9% |
| 1Y | +55.4% | +56.8% | -1.5% | +22.3% |
| 3Y | +135.2% | +68.0% | +67.2% | +78.1% |
| 5Y | +64.2% | +61.9% | +2.3% | +25.9% |
| 10Y | +64.6% | +316.0% | -251.4% | -16.2% |
| All | +1,104.4% | +16,923.7% | -15,819.3% | +229.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling