+19.5%
IVZ vs XME
+2.5%
+17.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.4% | -3.4% | -1.4% |
| 7D | -2.4% | -4.5% | +2.0% | -0.5% |
| 30D | -11.2% | -10.9% | -0.3% | -6.8% |
| 3M | -14.0% | -15.3% | +1.3% | -8.4% |
| 6M | +0.5% | -24.6% | +25.1% | +11.5% |
| YTD | +5.4% | -9.6% | +15.1% | +4.6% |
| 1Y | +19.5% | +2.9% | +16.5% | +11.4% |
| All | +19.5% | +2.5% | +17.0% | +11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling