-5.5%
ETN vs IVZ
+30.5%
-36.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +4.2% | -14.0% | -11.7% |
| 7D | -10.1% | +2.6% | -12.8% | -11.3% |
| 30D | -18.4% | -3.5% | -14.9% | -17.1% |
| 3M | -20.4% | -7.4% | -13.0% | -17.7% |
| 6M | -16.0% | +14.7% | -30.7% | -20.1% |
| YTD | +11.8% | +14.6% | -2.8% | +3.0% |
| 1Y | -5.5% | +30.7% | -36.2% | -19.8% |
| All | -5.5% | +30.5% | -36.0% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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