+2,385.0%
ELV vs IVZ
+202.3%
+2,182.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.8% |
| 7D | -0.3% | +1.1% | -1.4% | -0.5% |
| 30D | +2.0% | +3.1% | -1.1% | +1.1% |
| 3M | -3.5% | +18.2% | -21.7% | -7.8% |
| 6M | +40.2% | +38.6% | +1.6% | +28.3% |
| YTD | +15.8% | +25.9% | -10.1% | +8.6% |
| 1Y | +33.2% | +51.7% | -18.5% | +19.0% |
| 3Y | -6.2% | +138.7% | -144.9% | -28.2% |
| 5Y | +16.4% | +62.8% | -46.4% | -5.0% |
| 10Y | +259.8% | +60.9% | +198.8% | +169.6% |
| All | +2,385.0% | +202.3% | +2,182.7% | +1,156.5% |
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