+213.7%
IVZ vs XME
+169.9%
+43.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.4% | -3.4% | -2.2% |
| 7D | -2.4% | -4.5% | +2.0% | +0.6% |
| 30D | -11.2% | -10.9% | -0.3% | -4.4% |
| 3M | -14.0% | -15.3% | +1.3% | -5.1% |
| 6M | +0.5% | -24.6% | +25.1% | +18.8% |
| YTD | +5.4% | -9.6% | +15.1% | +8.7% |
| 1Y | +19.5% | +2.9% | +16.5% | +12.5% |
| 3Y | +128.7% | +86.9% | +41.8% | +42.1% |
| 5Y | +28.8% | +115.2% | -86.4% | -29.7% |
| 10Y | +52.3% | +305.7% | -253.4% | -48.1% |
| All | +213.7% | +169.9% | +43.9% | +4.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling