+776.1%
IVV vs EL
+489.0%
+287.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.4% | -1.3% |
| 7D | +0.1% | +0.8% | -0.7% | -0.1% |
| 30D | +0.1% | +19.8% | -19.8% | -5.7% |
| 3M | +2.0% | +25.7% | -23.7% | -5.5% |
| 6M | +13.0% | +5.4% | +7.6% | +9.2% |
| YTD | +13.6% | +0.2% | +13.4% | +10.1% |
| 1Y | +20.1% | +20.4% | -0.4% | +9.1% |
| 3Y | +77.6% | -32.1% | +109.7% | +80.3% |
| 5Y | +82.5% | -67.2% | +149.7% | +131.9% |
| 10Y | +316.5% | +31.7% | +284.8% | +220.3% |
| All | +776.1% | +489.0% | +287.1% | +249.8% |
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