+128.7%
IVZ vs EOSE
-16.7%
+145.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.4% | +7.4% | +0.6% |
| 7D | -2.4% | -7.9% | +5.5% | -1.8% |
| 30D | -11.2% | -43.9% | +32.7% | -7.3% |
| 3M | -14.0% | -55.8% | +41.9% | -8.9% |
| 6M | +0.5% | -73.4% | +73.8% | +9.5% |
| YTD | +5.4% | -84.8% | +90.2% | +17.6% |
| 1Y | +19.5% | -88.6% | +108.1% | +35.4% |
| 3Y | +128.7% | -2.8% | +131.5% | +106.1% |
| All | +128.7% | -16.7% | +145.4% | +106.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling