+50.5%
IVZ vs EAT
+375.0%
-324.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.5% | +8.2% | +7.2% |
| 7D | +4.1% | -3.9% | +8.0% | +5.3% |
| 30D | -2.0% | +5.0% | -7.0% | -3.7% |
| 3M | -7.8% | -9.6% | +1.8% | -6.1% |
| 6M | +6.3% | +46.8% | -40.5% | -7.0% |
| YTD | +12.6% | +41.8% | -29.3% | -1.9% |
| 1Y | +27.6% | +98.3% | -70.7% | -0.1% |
| 3Y | +154.0% | +503.1% | -349.0% | +33.9% |
| 5Y | +37.3% | +356.7% | -319.4% | -25.1% |
| 10Y | +50.5% | +349.8% | -299.2% | -21.0% |
| All | +50.5% | +375.0% | -324.4% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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