+128.7%
IVZ vs EAT
+486.0%
-357.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.6% |
| 7D | -2.4% | -2.6% | +0.2% | -1.9% |
| 30D | -11.2% | +11.5% | -22.7% | -13.3% |
| 3M | -14.0% | -9.1% | -4.9% | -12.8% |
| 6M | +0.5% | +40.4% | -40.0% | -8.2% |
| YTD | +5.4% | +43.9% | -38.5% | -5.1% |
| 1Y | +19.5% | +101.9% | -82.5% | -2.1% |
| 3Y | +128.7% | +489.9% | -361.2% | +18.8% |
| All | +128.7% | +486.0% | -357.3% | +18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling