+38.8%
IVZ vs EL
-64.5%
+103.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.2% |
| 7D | +2.2% | +7.6% | -5.5% | -0.3% |
| 30D | -2.2% | +15.7% | -17.9% | -7.0% |
| 3M | -8.4% | +30.5% | -39.0% | -17.3% |
| 6M | +6.2% | +32.5% | -26.4% | -5.2% |
| YTD | +12.4% | +9.4% | +2.9% | +5.7% |
| 1Y | +26.0% | +28.4% | -2.3% | +11.4% |
| 3Y | +147.9% | +4.4% | +143.4% | +117.6% |
| 5Y | +38.8% | -64.5% | +103.3% | +103.1% |
| All | +38.8% | -64.5% | +103.3% | +103.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling