-35.6%
ELAN vs IVZ
+91.6%
-127.3%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +0.9% |
| 7D | -5.4% | -2.4% | -3.0% | -4.5% |
| 30D | +4.7% | +3.0% | +1.7% | +3.4% |
| 3M | -3.7% | +14.9% | -18.5% | -9.6% |
| 6M | -1.2% | +36.7% | -37.9% | -13.5% |
| YTD | +2.4% | +25.7% | -23.3% | -7.7% |
| 1Y | +23.4% | +47.7% | -24.3% | +3.6% |
| 3Y | +96.7% | +138.8% | -42.1% | +32.3% |
| 5Y | -30.6% | +62.1% | -92.7% | -47.7% |
| All | -35.6% | +91.6% | -127.3% | -62.6% |
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