+203.0%
IVZ vs EOSE
-58.6%
+261.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | -0.5% |
| 7D | +1.2% | +15.0% | -13.8% | -0.1% |
| 30D | +1.8% | +2.5% | -0.7% | +1.2% |
| 3M | +15.7% | -33.7% | +49.5% | +18.4% |
| 6M | +36.3% | -32.7% | +69.1% | +37.6% |
| YTD | +24.9% | -63.8% | +88.7% | +30.4% |
| 1Y | +48.9% | -40.5% | +89.5% | +47.6% |
| 3Y | +136.8% | +50.4% | +86.4% | +100.7% |
| 5Y | +60.0% | -68.6% | +128.5% | +36.3% |
| All | +203.0% | -58.6% | +261.7% | +184.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling