+65.4%
IVZ vs ESI
+316.2%
-250.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.9% | -1.8% | -0.6% |
| 7D | +0.6% | +3.3% | -2.7% | -1.3% |
| 30D | +4.0% | -5.9% | +9.9% | +7.5% |
| 3M | +18.2% | -14.1% | +32.3% | +26.6% |
| 6M | +32.8% | +6.6% | +26.3% | +22.6% |
| YTD | +28.7% | +45.0% | -16.3% | -2.3% |
| 1Y | +55.4% | +41.5% | +13.9% | +18.9% |
| 3Y | +135.2% | +78.8% | +56.4% | +51.9% |
| 5Y | +64.2% | +70.9% | -6.7% | +7.5% |
| All | +65.4% | +316.2% | -250.8% | -35.5% |
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