+923.7%
IVZ vs EL
+1,685.7%
-762.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.0% | -1.9% | -0.3% |
| 7D | +0.6% | +0.8% | -0.2% | +0.2% |
| 30D | +4.0% | +19.8% | -15.8% | -5.7% |
| 3M | +18.2% | +25.7% | -7.5% | +4.5% |
| 6M | +32.8% | +5.4% | +27.4% | +25.6% |
| YTD | +28.7% | +0.2% | +28.5% | +22.8% |
| 1Y | +55.4% | +20.4% | +34.9% | +33.9% |
| 3Y | +135.2% | -32.1% | +167.3% | +144.0% |
| 5Y | +64.2% | -67.2% | +131.4% | +142.0% |
| 10Y | +64.6% | +31.7% | +32.9% | +16.2% |
| All | +923.7% | +1,685.7% | -762.0% | +187.5% |
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