+38.8%
IVZ vs ESI
+39.6%
-0.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.2% |
| 7D | +2.2% | -6.6% | +8.8% | +6.2% |
| 30D | -2.2% | -9.8% | +7.7% | +3.4% |
| 3M | -8.4% | -11.9% | +3.5% | -2.6% |
| 6M | +6.2% | -25.1% | +31.3% | +21.8% |
| YTD | +12.4% | +31.9% | -19.5% | -14.4% |
| 1Y | +26.0% | +19.2% | +6.8% | +2.6% |
| 3Y | +147.9% | +76.2% | +71.7% | +43.2% |
| 5Y | +38.8% | +39.4% | -0.6% | -2.9% |
| All | +38.8% | +39.6% | -0.8% | -2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling