-30.4%
ELAN vs IVZ
+61.1%
-91.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +0.9% |
| 7D | -5.4% | -2.4% | -3.0% | -4.4% |
| 30D | +4.7% | +3.0% | +1.7% | +3.3% |
| 3M | -3.7% | +14.9% | -18.5% | -10.4% |
| 6M | -1.2% | +36.7% | -37.9% | -15.3% |
| YTD | +2.4% | +25.7% | -23.3% | -9.2% |
| 1Y | +23.4% | +47.7% | -24.3% | +0.7% |
| 3Y | +96.7% | +138.8% | -42.1% | +21.6% |
| All | -30.4% | +61.1% | -91.5% | -53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling