+47.1%
EQT vs IVZ
+65.9%
-18.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -2.0% |
| 7D | -2.0% | -2.4% | +0.4% | -1.1% |
| 30D | 0.0% | +3.0% | -3.0% | -1.3% |
| 3M | +5.9% | +14.9% | -8.9% | -0.6% |
| 6M | -14.8% | +36.7% | -51.5% | -26.3% |
| YTD | +1.8% | +25.7% | -23.9% | -9.6% |
| 1Y | +7.4% | +47.7% | -40.3% | -11.2% |
| 3Y | +33.6% | +138.8% | -105.2% | -14.4% |
| 5Y | +199.3% | +62.1% | +137.2% | +119.6% |
| All | +47.1% | +65.9% | -18.8% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 10y: compounded portfolio wealth divided by compounded IVZ 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…
10y analysis · Full analysis span regression · 6 months rolling