+24.7%
IVZ vs EL
+26.4%
-1.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.2% |
| 7D | +2.2% | +7.6% | -5.5% | +0.5% |
| 30D | -2.2% | +15.7% | -17.9% | -5.5% |
| 3M | -8.4% | +30.5% | -39.0% | -14.3% |
| 6M | +6.2% | +32.5% | -26.4% | -1.4% |
| YTD | +12.4% | +9.4% | +2.9% | +7.0% |
| All | +24.7% | +26.4% | -1.7% | +12.3% |
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