+50.5%
IVZ vs ESI
+323.5%
-272.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +5.1% | +1.6% | +3.7% |
| 7D | +4.1% | -3.5% | +7.6% | +6.2% |
| 30D | -2.0% | -9.3% | +7.2% | +3.2% |
| 3M | -7.8% | -12.8% | +4.9% | -1.5% |
| 6M | +6.3% | -24.6% | +30.9% | +21.3% |
| YTD | +12.6% | +32.7% | -20.2% | -11.7% |
| 1Y | +27.6% | +20.3% | +7.3% | +6.2% |
| 3Y | +154.0% | +80.2% | +73.8% | +58.9% |
| 5Y | +37.3% | +40.0% | -2.7% | -0.6% |
| 10Y | +50.5% | +310.8% | -260.2% | -42.2% |
| All | +50.5% | +323.5% | -272.9% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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