+140.3%
IVZ vs EL
-31.7%
+172.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.0% | -1.9% | +0.3% |
| 7D | +0.6% | +0.8% | -0.2% | +0.4% |
| 30D | +4.0% | +19.8% | -15.8% | -1.5% |
| 3M | +18.2% | +25.7% | -7.5% | +10.3% |
| 6M | +32.8% | +5.4% | +27.4% | +29.3% |
| YTD | +28.7% | +0.2% | +28.5% | +26.1% |
| 1Y | +55.4% | +20.4% | +34.9% | +43.4% |
| All | +140.3% | -31.7% | +172.0% | +144.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling