+1,658.1%
ED vs IVZ
+963.1%
+694.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +2.1% | +2.2% | 0.0% | +1.8% |
| 30D | +12.4% | -2.2% | +14.6% | +12.5% |
| 3M | +13.1% | -8.4% | +21.6% | +13.9% |
| 6M | +14.1% | +6.2% | +7.9% | +12.9% |
| YTD | +23.1% | +12.4% | +10.7% | +20.7% |
| 1Y | +25.4% | +26.0% | -0.6% | +21.4% |
| 3Y | +47.9% | +147.9% | -100.0% | +31.3% |
| 5Y | +81.9% | +38.8% | +43.1% | +69.7% |
| 10Y | +141.3% | +44.6% | +96.7% | +112.2% |
| All | +1,658.1% | +963.1% | +694.9% | +1,311.4% |
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