+27.4%
IVZ vs ESI
+28.5%
-1.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -1.1% |
| 7D | -2.4% | -8.5% | +6.1% | +2.6% |
| 30D | -11.2% | -15.7% | +4.4% | -2.4% |
| 3M | -14.0% | -18.2% | +4.3% | -4.5% |
| 6M | +0.5% | -28.8% | +29.3% | +18.7% |
| YTD | +5.4% | +26.3% | -20.8% | -17.7% |
| 1Y | +19.5% | +18.2% | +1.2% | -2.8% |
| 3Y | +128.7% | +68.1% | +60.6% | +35.9% |
| All | +27.4% | +28.5% | -1.1% | -10.9% |
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