+80.1%
ECL vs IVZ
+145.9%
-65.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.8% | -4.7% | +1.0% |
| 7D | -0.5% | +4.1% | -4.6% | -1.2% |
| 30D | +8.8% | -2.0% | +10.9% | +9.1% |
| 3M | +7.8% | -7.8% | +15.7% | +9.0% |
| 6M | +21.3% | +6.3% | +15.0% | +19.6% |
| YTD | +17.8% | +12.6% | +5.2% | +14.6% |
| 1Y | +21.1% | +27.6% | -6.6% | +15.5% |
| 3Y | +80.1% | +154.0% | -74.0% | +51.9% |
| All | +80.1% | +145.9% | -65.9% | +51.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling