+50.5%
IVZ vs EL
+63.1%
-12.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.8% | +3.9% | +5.5% |
| 7D | +4.1% | +8.0% | -3.9% | +0.8% |
| 30D | -2.0% | +15.4% | -17.4% | -8.1% |
| 3M | -7.8% | +28.5% | -36.4% | -18.5% |
| 6M | +6.3% | +32.2% | -25.9% | -8.0% |
| YTD | +12.6% | +9.2% | +3.4% | +3.7% |
| 1Y | +27.6% | +30.8% | -3.2% | +7.7% |
| 3Y | +154.0% | +3.7% | +150.3% | +117.2% |
| 5Y | +37.3% | -64.8% | +102.1% | +113.1% |
| 10Y | +50.5% | +60.0% | -9.5% | +24.0% |
| All | +50.5% | +63.1% | -12.5% | +24.0% |
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 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