+886.2%
IVZ vs EAT
+4,013.9%
-3,127.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -3.5% | -4.5% | -6.9% |
| 7D | -6.7% | -3.3% | -3.4% | -5.6% |
| 30D | -10.9% | +11.7% | -22.5% | -14.5% |
| 3M | -14.8% | -5.9% | -8.9% | -14.2% |
| 6M | +2.4% | +46.7% | -44.3% | -12.2% |
| YTD | +5.4% | +48.2% | -42.7% | -11.2% |
| 1Y | +19.6% | +105.4% | -85.9% | -10.5% |
| 3Y | +122.4% | +502.8% | -380.3% | +8.4% |
| 5Y | +28.8% | +376.3% | -347.5% | -35.7% |
| 10Y | +52.3% | +400.0% | -347.7% | -39.3% |
| All | +886.2% | +4,013.9% | -3,127.7% | +76.8% |
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 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