+255.6%
MXL vs IVZ
+192.5%
+63.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -2.2% | +8.2% | +7.4% |
| 7D | +15.5% | +1.1% | +14.4% | +14.5% |
| 30D | -11.3% | +3.1% | -14.4% | -13.0% |
| 3M | -16.1% | +18.2% | -34.3% | -24.1% |
| 6M | +323.0% | +38.6% | +284.4% | +246.3% |
| YTD | +281.5% | +25.9% | +255.6% | +230.2% |
| 1Y | +319.3% | +51.7% | +267.6% | +225.4% |
| 3Y | +189.4% | +138.7% | +50.7% | +68.3% |
| 5Y | +26.0% | +62.8% | -36.8% | -9.1% |
| 10Y | +243.5% | +60.9% | +182.6% | +119.2% |
| All | +255.6% | +192.5% | +63.1% | +43.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling