+1.6%
ECL vs IVZ
+50.2%
-48.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -2.0% |
| 7D | -2.7% | +1.2% | -3.9% | -2.9% |
| 30D | -4.3% | +1.8% | -6.1% | -4.6% |
| 3M | +3.2% | +15.7% | -12.5% | +0.6% |
| 6M | -2.9% | +36.3% | -39.2% | -8.7% |
| YTD | +4.3% | +24.9% | -20.7% | -0.8% |
| 1Y | +1.6% | +48.9% | -47.3% | -8.6% |
| All | +1.6% | +50.2% | -48.5% | -8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling