+32.8%
IVZ vs EAT
+63.0%
-30.2%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.1% |
| 7D | +0.6% | 0.0% | +0.6% | +0.6% |
| 30D | +4.0% | +1.9% | +2.1% | +3.7% |
| 3M | +18.2% | +68.7% | -50.5% | +12.3% |
| 6M | +32.8% | +66.9% | -34.1% | +25.5% |
| All | +32.8% | +63.0% | -30.2% | +25.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling