+55.4%
IVZ vs EOSE
-49.1%
+104.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +10.9% | -9.8% | +0.1% |
| 7D | +0.6% | +19.0% | -18.4% | -1.1% |
| 30D | +4.0% | +1.6% | +2.4% | +3.5% |
| 3M | +18.2% | -52.0% | +70.2% | +24.2% |
| 6M | +32.8% | -42.5% | +75.3% | +36.3% |
| YTD | +28.7% | -66.1% | +94.9% | +35.9% |
| 1Y | +55.4% | -47.1% | +102.5% | +65.3% |
| All | +55.4% | -49.1% | +104.5% | +65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 1y: compounded portfolio wealth divided by compounded EOSE 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…
1y analysis · Full analysis span regression · 6 months rolling