+26.2%
IVZ vs EL
+30.3%
-4.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.8% | +3.9% | +6.1% |
| 7D | +4.1% | +8.0% | -3.9% | +2.3% |
| 30D | -2.0% | +15.4% | -17.4% | -5.3% |
| 3M | -7.8% | +28.5% | -36.4% | -13.4% |
| 6M | +6.3% | +32.2% | -25.9% | -1.2% |
| YTD | +12.6% | +9.2% | +3.4% | +7.2% |
| All | +26.2% | +30.3% | -4.1% | +12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling