+19.3%
ECL vs IVZ
+22.9%
-3.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | +1.2% |
| 7D | +2.9% | +7.6% | -4.8% | +1.6% |
| 30D | +7.5% | +4.3% | +3.2% | +6.7% |
| 3M | +12.2% | -9.3% | +21.6% | +13.7% |
| 6M | +24.6% | +5.2% | +19.3% | +22.7% |
| YTD | +18.8% | +13.4% | +5.3% | +13.8% |
| 1Y | +19.3% | +25.4% | -6.0% | +13.3% |
| All | +19.3% | +22.9% | -3.5% | +13.3% |
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