+6,560.3%
ECL vs IVZ
+964.6%
+5,595.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.8% | -4.7% | +0.3% |
| 7D | -0.5% | +4.1% | -4.6% | -1.6% |
| 30D | +8.8% | -2.0% | +10.9% | +9.2% |
| 3M | +7.8% | -7.8% | +15.7% | +9.7% |
| 6M | +21.3% | +6.3% | +15.0% | +18.5% |
| YTD | +17.8% | +12.6% | +5.2% | +12.8% |
| 1Y | +21.1% | +27.6% | -6.6% | +12.1% |
| 3Y | +80.1% | +154.0% | -74.0% | +35.5% |
| 5Y | +40.5% | +37.3% | +3.2% | +22.0% |
| 10Y | +197.7% | +50.5% | +147.2% | +133.3% |
| All | +6,560.3% | +964.6% | +5,595.7% | +3,482.3% |
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 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