+106.4%
ED vs IVZ
+64.9%
+41.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | -0.2% | +1.2% | -1.3% | -0.3% |
| 30D | +1.9% | +1.8% | +0.2% | +1.7% |
| 3M | +1.9% | +15.7% | -13.9% | -0.3% |
| 6M | -2.3% | +36.3% | -38.6% | -6.6% |
| YTD | +10.9% | +24.9% | -14.0% | +6.8% |
| 1Y | +14.5% | +48.9% | -34.4% | +7.3% |
| 3Y | +33.4% | +136.8% | -103.4% | +13.5% |
| 5Y | +67.3% | +60.0% | +7.3% | +48.9% |
| All | +106.4% | +64.9% | +41.5% | +47.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling