+26.0%
IVZ vs ESI
+18.3%
+7.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | +2.2% | -6.6% | +8.8% | +4.6% |
| 30D | -2.2% | -9.8% | +7.7% | +1.2% |
| 3M | -8.4% | -11.9% | +3.5% | -4.8% |
| 6M | +6.2% | -25.1% | +31.3% | +15.7% |
| YTD | +12.4% | +31.9% | -19.5% | -9.9% |
| 1Y | +26.0% | +19.2% | +6.8% | +6.6% |
| All | +26.0% | +18.3% | +7.7% | +6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling