+62.8%
IVZ vs EOSE
-68.2%
+131.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +10.8% | -13.0% | -3.1% |
| 7D | +1.1% | +41.4% | -40.4% | -2.0% |
| 30D | +3.1% | +3.6% | -0.5% | +2.4% |
| 3M | +18.2% | -35.7% | +53.9% | +21.2% |
| 6M | +38.6% | -29.9% | +68.5% | +39.4% |
| YTD | +25.9% | -62.5% | +88.4% | +31.1% |
| 1Y | +51.7% | -37.4% | +89.1% | +49.6% |
| 3Y | +138.7% | +55.8% | +82.9% | +100.8% |
| 5Y | +62.8% | -67.8% | +130.6% | +63.1% |
| All | +62.8% | -68.2% | +131.0% | +63.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling