+2,456.0%
EQT vs IVZ
+1,075.8%
+1,380.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | -1.2% | -2.4% | +1.2% | -0.5% |
| 30D | +1.1% | +2.5% | -1.4% | +0.3% |
| 3M | +4.8% | +17.1% | -12.3% | -0.4% |
| 6M | -10.6% | +35.1% | -45.7% | -19.0% |
| YTD | +3.4% | +24.3% | -20.9% | -4.5% |
| 1Y | +8.7% | +48.7% | -40.0% | -4.9% |
| 3Y | +35.0% | +135.6% | -100.7% | +0.8% |
| 5Y | +204.2% | +60.3% | +143.9% | +148.8% |
| 10Y | +52.5% | +62.5% | -10.1% | +15.3% |
| All | +2,456.0% | +1,075.8% | +1,380.2% | +1,217.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling