+302.4%
MXL vs IVZ
+65.9%
+236.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.1% | +6.4% | +6.9% |
| 7D | +18.9% | -2.4% | +21.2% | +20.5% |
| 30D | +0.3% | +3.0% | -2.7% | -1.5% |
| 3M | -8.0% | +14.9% | -22.9% | -15.4% |
| 6M | +341.2% | +36.7% | +304.5% | +263.9% |
| YTD | +327.8% | +25.7% | +302.2% | +270.4% |
| 1Y | +364.9% | +47.7% | +317.2% | +266.3% |
| 3Y | +229.2% | +138.8% | +90.4% | +91.6% |
| 5Y | +42.8% | +62.1% | -19.3% | +2.2% |
| All | +302.4% | +65.9% | +236.5% | +153.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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