+309.6%
IVV vs ECL
+205.6%
+104.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.0% | +0.3% | +1.4% |
| 7D | +0.1% | -0.5% | +0.6% | +0.4% |
| 30D | -3.3% | +8.8% | -12.2% | -7.2% |
| 3M | -2.4% | +7.8% | -10.2% | -6.1% |
| 6M | +2.6% | +21.3% | -18.7% | -7.3% |
| YTD | +11.3% | +17.8% | -6.5% | +1.6% |
| 1Y | +13.4% | +21.1% | -7.6% | +2.0% |
| 3Y | +80.3% | +80.1% | +0.2% | +30.0% |
| 5Y | +72.7% | +40.5% | +32.2% | +38.8% |
| 10Y | +309.6% | +197.7% | +111.9% | +123.3% |
| All | +309.6% | +205.6% | +104.0% | +123.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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