+37.0%
IVZ vs XME
+108.0%
-71.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +3.9% | +3.3% |
| 7D | +7.6% | +0.3% | +7.3% | +7.4% |
| 30D | +4.3% | -6.1% | +10.5% | +8.3% |
| 3M | -9.3% | -18.6% | +9.3% | +1.9% |
| 6M | +5.2% | -23.9% | +29.1% | +22.1% |
| YTD | +13.4% | -9.3% | +22.8% | +15.6% |
| 1Y | +25.4% | +1.8% | +23.6% | +18.1% |
| 3Y | +152.5% | +93.0% | +59.5% | +51.0% |
| All | +37.0% | +108.0% | -71.0% | -24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling