+735.8%
IVV vs EL
+510.5%
+225.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.9% | -0.5% | -3.3% |
| 7D | -4.8% | -1.1% | -3.7% | -4.5% |
| 30D | -5.9% | +15.3% | -21.2% | -10.0% |
| 3M | -4.5% | +24.2% | -28.7% | -11.3% |
| 6M | +1.8% | +30.9% | -29.0% | -7.6% |
| YTD | +8.4% | +3.9% | +4.5% | +3.5% |
| 1Y | +9.4% | +19.9% | -10.5% | -0.3% |
| 3Y | +75.3% | +2.5% | +72.8% | +56.0% |
| 5Y | +67.8% | -66.7% | +134.5% | +112.3% |
| 10Y | +314.2% | +54.9% | +259.3% | +201.6% |
| All | +735.8% | +510.5% | +225.3% | +229.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling