+738.6%
IVV vs ECL
+2,008.8%
-1,270.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +1.2% |
| 7D | -2.7% | -0.8% | -1.9% | -2.3% |
| 30D | -5.4% | +8.1% | -13.5% | -9.3% |
| 3M | -4.1% | +6.4% | -10.4% | -7.4% |
| 6M | +0.7% | +14.8% | -14.0% | -7.1% |
| YTD | +8.7% | +15.5% | -6.7% | -0.5% |
| 1Y | +11.0% | +20.1% | -9.1% | -0.7% |
| 3Y | +75.4% | +77.8% | -2.3% | +25.0% |
| 5Y | +68.3% | +37.9% | +30.5% | +34.5% |
| 10Y | +315.5% | +202.7% | +112.9% | +106.1% |
| All | +738.6% | +2,008.8% | -1,270.2% | +50.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling