+173.1%
IVZ vs EOSE
-81.0%
+254.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.5% | -3.9% | +1.1% |
| 7D | +6.8% | +9.8% | -3.0% | +5.8% |
| 30D | +3.5% | -2.1% | +5.6% | +3.3% |
| 3M | -10.0% | -54.1% | +44.1% | -5.4% |
| 6M | +4.5% | -76.9% | +81.4% | +15.0% |
| YTD | +12.6% | -83.3% | +95.9% | +24.1% |
| 1Y | +24.4% | -87.4% | +111.9% | +39.6% |
| 3Y | +150.6% | +61.9% | +88.7% | +111.6% |
| 5Y | +35.7% | -82.1% | +117.7% | +20.3% |
| All | +173.1% | -81.0% | +254.1% | +170.8% |
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