+5,948.0%
ECL vs IVZ
+1,117.8%
+4,830.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.2% |
| 7D | -2.6% | +0.6% | -3.2% | -2.8% |
| 30D | -2.2% | +4.0% | -6.2% | -3.2% |
| 3M | +10.1% | +18.2% | -8.1% | +5.0% |
| 6M | -5.7% | +32.8% | -38.6% | -12.9% |
| YTD | +7.0% | +28.7% | -21.8% | -0.7% |
| 1Y | +2.7% | +55.4% | -52.7% | -9.5% |
| 3Y | +57.7% | +135.2% | -77.5% | +21.3% |
| 5Y | +31.1% | +64.2% | -33.1% | +8.8% |
| 10Y | +150.9% | +64.6% | +86.3% | +92.3% |
| All | +5,948.0% | +1,117.8% | +4,830.2% | +3,052.5% |
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 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