+738.3%
IVZ vs EL
+1,750.9%
-1,012.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -3.9% | -4.1% | -6.1% |
| 7D | -6.7% | -1.1% | -5.6% | -6.2% |
| 30D | -10.9% | +15.3% | -26.2% | -17.0% |
| 3M | -14.8% | +24.2% | -39.0% | -24.5% |
| 6M | +2.4% | +30.9% | -28.5% | -12.4% |
| YTD | +5.4% | +3.9% | +1.6% | -1.7% |
| 1Y | +19.6% | +19.9% | -0.3% | +3.5% |
| 3Y | +122.4% | +2.5% | +119.9% | +88.7% |
| 5Y | +28.8% | -66.7% | +95.5% | +88.2% |
| 10Y | +52.3% | +54.9% | -2.6% | -1.3% |
| All | +738.3% | +1,750.9% | -1,012.6% | +130.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling