+1,104.4%
IVZ vs EAT
+4,353.6%
-3,249.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.9% |
| 7D | +0.6% | 0.0% | +0.6% | +0.6% |
| 30D | +4.0% | +1.9% | +2.1% | +2.9% |
| 3M | +18.2% | +68.7% | -50.5% | -2.0% |
| 6M | +32.8% | +66.9% | -34.1% | +8.9% |
| YTD | +28.7% | +60.4% | -31.7% | +6.4% |
| 1Y | +55.4% | +44.0% | +11.4% | +31.6% |
| 3Y | +135.2% | +604.7% | -469.5% | +9.2% |
| 5Y | +64.2% | +347.0% | -282.8% | -16.0% |
| 10Y | +64.6% | +390.8% | -326.2% | -33.3% |
| All | +1,104.4% | +4,353.6% | -3,249.3% | +111.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling