+272.1%
ELV vs IVZ
+65.9%
+206.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.6% | +4.9% | +5.4% |
| 7D | +2.8% | -2.4% | +5.1% | +3.4% |
| 30D | +4.9% | +3.0% | +1.9% | +4.1% |
| 3M | +4.9% | +14.9% | -10.0% | +1.0% |
| 6M | +45.1% | +36.7% | +8.3% | +33.5% |
| YTD | +20.7% | +25.7% | -5.0% | +13.4% |
| 1Y | +35.0% | +47.7% | -12.7% | +21.8% |
| 3Y | -2.4% | +138.8% | -141.3% | -25.3% |
| 5Y | +25.5% | +62.1% | -36.6% | +3.7% |
| All | +272.1% | +65.9% | +206.2% | +163.6% |
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