+28.8%
IVZ vs ES
+5.0%
+23.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +2.1% | -10.1% | -8.8% |
| 7D | -6.7% | +5.9% | -12.6% | -8.8% |
| 30D | -10.9% | +10.2% | -21.1% | -14.3% |
| 3M | -14.8% | +0.4% | -15.2% | -15.2% |
| 6M | +2.4% | +6.9% | -4.5% | -0.9% |
| YTD | +5.4% | +10.5% | -5.1% | -0.2% |
| 1Y | +19.6% | +3.2% | +16.4% | +15.8% |
| 3Y | +122.4% | +49.0% | +73.4% | +72.4% |
| 5Y | +28.8% | +4.5% | +24.3% | +22.1% |
| All | +28.8% | +5.0% | +23.8% | +22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling