+14.5%
ED vs IVZ
+50.2%
-35.6%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.8% |
| 7D | -0.2% | +1.2% | -1.3% | 0.0% |
| 30D | +1.9% | +1.8% | +0.2% | +2.3% |
| 3M | +1.9% | +15.7% | -13.9% | +4.7% |
| 6M | -2.3% | +36.3% | -38.6% | +3.4% |
| YTD | +10.9% | +24.9% | -14.0% | +15.8% |
| 1Y | +14.5% | +48.9% | -34.4% | +22.2% |
| All | +14.5% | +50.2% | -35.6% | +22.2% |
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