+65.4%
IVZ vs ES
+84.4%
-19.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.4% |
| 7D | +0.6% | +0.3% | +0.3% | +0.5% |
| 30D | +4.0% | -2.0% | +6.0% | +5.0% |
| 3M | +18.2% | +1.7% | +16.5% | +16.6% |
| 6M | +32.8% | -3.5% | +36.4% | +34.2% |
| YTD | +28.7% | +7.9% | +20.8% | +22.0% |
| 1Y | +55.4% | +17.2% | +38.2% | +38.7% |
| 3Y | +135.2% | +29.3% | +105.9% | +92.4% |
| 5Y | +64.2% | -5.7% | +69.9% | +60.8% |
| All | +65.4% | +84.4% | -19.0% | +49.0% |
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