+306.5%
IVV vs EL
+56.3%
+250.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | -0.2% |
| 7D | -2.7% | +0.8% | -3.5% | -2.9% |
| 30D | -5.4% | +16.5% | -21.9% | -9.2% |
| 3M | -4.1% | +29.2% | -33.2% | -11.0% |
| 6M | +0.7% | +27.9% | -27.2% | -6.9% |
| YTD | +8.7% | +6.2% | +2.5% | +4.0% |
| 1Y | +11.0% | +27.2% | -16.2% | +0.5% |
| 3Y | +75.4% | +3.2% | +72.2% | +57.1% |
| 5Y | +68.3% | -66.0% | +134.3% | +124.8% |
| All | +306.5% | +56.3% | +250.3% | +232.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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