+42.9%
IVZ vs ESI
+177.3%
-134.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -8.0% | 0.0% | -4.4% |
| 7D | -6.7% | -13.1% | +6.4% | -0.6% |
| 30D | -10.9% | -18.5% | +7.6% | -2.6% |
| 3M | -14.8% | -19.6% | +4.8% | -7.0% |
| 6M | +2.4% | -29.8% | +32.2% | +17.3% |
| YTD | +5.4% | +23.9% | -18.5% | -8.2% |
| 1Y | +19.6% | +15.0% | +4.6% | +7.6% |
| 3Y | +122.4% | +64.3% | +58.1% | +68.6% |
| 5Y | +28.8% | +26.3% | +2.4% | +8.7% |
| 10Y | +52.3% | +321.7% | -269.4% | -17.1% |
| All | +42.9% | +177.3% | -134.4% | -9.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling