+37.3%
IVZ vs EAT
+349.7%
-312.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | +1.0% |
| 7D | +2.2% | -5.9% | +8.1% | +3.9% |
| 30D | -2.2% | +0.7% | -2.8% | -2.7% |
| 3M | -8.4% | -14.2% | +5.8% | -5.3% |
| 6M | +6.2% | +40.7% | -34.6% | -6.2% |
| YTD | +12.4% | +36.0% | -23.6% | -1.1% |
| 1Y | +26.0% | +83.1% | -57.0% | 0.0% |
| 3Y | +147.9% | +474.8% | -327.0% | +20.7% |
| All | +37.3% | +349.7% | -312.4% | -29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling