+25.4%
IVZ vs EAT
+75.7%
-50.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.3% |
| 7D | +7.6% | -4.0% | +11.6% | +8.0% |
| 30D | +4.3% | -2.9% | +7.2% | +4.7% |
| 3M | -9.3% | -16.9% | +7.5% | -7.9% |
| 6M | +5.2% | +57.0% | -51.7% | -0.3% |
| YTD | +13.4% | +38.2% | -24.7% | +9.8% |
| 1Y | +25.4% | +69.3% | -43.9% | +23.3% |
| All | +25.4% | +75.7% | -50.3% | +23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling