+49.0%
IVZ vs ES
+85.7%
-36.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +1.4% |
| 7D | -2.4% | +1.9% | -4.3% | -3.5% |
| 30D | -11.2% | +7.1% | -18.3% | -14.5% |
| 3M | -14.0% | -1.9% | -12.0% | -13.5% |
| 6M | +0.5% | +4.4% | -3.9% | -2.7% |
| YTD | +5.4% | +7.3% | -1.9% | -0.2% |
| 1Y | +19.5% | +2.1% | +17.3% | +15.0% |
| 3Y | +128.7% | +41.8% | +86.9% | +76.5% |
| 5Y | +28.8% | +1.4% | +27.3% | +20.3% |
| All | +49.0% | +85.7% | -36.7% | +43.4% |
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