+50.5%
IVZ vs ES
+82.6%
-32.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.5% | +7.3% | +7.0% |
| 7D | +4.1% | -0.1% | +4.2% | +4.0% |
| 30D | -2.0% | +5.7% | -7.8% | -5.1% |
| 3M | -7.8% | -2.8% | -5.0% | -7.0% |
| 6M | +6.3% | +7.0% | -0.7% | +1.5% |
| YTD | +12.6% | +6.8% | +5.8% | +6.7% |
| 1Y | +27.6% | -0.5% | +28.1% | +24.6% |
| 3Y | +154.0% | +47.2% | +106.9% | +91.0% |
| 5Y | +37.3% | +2.3% | +35.0% | +27.5% |
| 10Y | +50.5% | +85.6% | -35.1% | +39.4% |
| All | +50.5% | +82.6% | -32.0% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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