+27.4%
IVZ vs EL
-66.1%
+93.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.8% |
| 7D | -2.4% | +0.8% | -3.2% | -2.7% |
| 30D | -11.2% | +16.5% | -27.7% | -15.9% |
| 3M | -14.0% | +29.2% | -43.2% | -22.1% |
| 6M | +0.5% | +27.9% | -27.5% | -9.2% |
| YTD | +5.4% | +6.2% | -0.8% | +0.1% |
| 1Y | +19.5% | +27.2% | -7.7% | +5.8% |
| 3Y | +128.7% | +3.2% | +125.5% | +101.1% |
| All | +27.4% | -66.1% | +93.5% | +90.6% |
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 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