+60.9%
IVZ vs XME
+401.9%
-341.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -3.0% |
| 7D | +1.1% | +3.6% | -2.5% | -1.4% |
| 30D | +3.1% | +3.6% | -0.5% | +0.2% |
| 3M | +18.2% | +1.2% | +17.0% | +16.2% |
| 6M | +38.6% | +9.0% | +29.6% | +28.1% |
| YTD | +25.9% | +15.9% | +10.0% | +9.9% |
| 1Y | +51.7% | +43.2% | +8.5% | +12.1% |
| 3Y | +138.7% | +137.4% | +1.3% | +21.5% |
| 5Y | +62.8% | +185.0% | -122.3% | -30.9% |
| 10Y | +60.9% | +409.5% | -348.6% | -61.3% |
| All | +60.9% | +401.9% | -341.0% | -61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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