+37.0%
IVZ vs ESI
+36.5%
+0.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.8% |
| 7D | +7.6% | +5.5% | +2.1% | +4.2% |
| 30D | +4.3% | -7.8% | +12.1% | +8.7% |
| 3M | -9.3% | -15.0% | +5.7% | -1.6% |
| 6M | +5.2% | -24.9% | +30.1% | +20.6% |
| YTD | +13.4% | +33.2% | -19.8% | -14.2% |
| 1Y | +25.4% | +24.9% | +0.4% | -1.2% |
| 3Y | +152.5% | +77.8% | +74.7% | +44.9% |
| All | +37.0% | +36.5% | +0.5% | -3.6% |
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 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