+35.8%
EQT vs IVZ
+132.2%
-96.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | -1.2% | -2.4% | +1.2% | -0.7% |
| 30D | +1.1% | +2.5% | -1.4% | +0.5% |
| 3M | +4.8% | +17.1% | -12.3% | +0.7% |
| 6M | -10.6% | +35.1% | -45.7% | -17.6% |
| YTD | +3.4% | +24.3% | -20.9% | -3.0% |
| 1Y | +8.7% | +48.7% | -40.0% | -3.6% |
| All | +35.8% | +132.2% | -96.3% | +1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling