+706.7%
ETN vs IVZ
+65.9%
+640.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.1% | +2.9% | +3.5% |
| 7D | +3.5% | -2.4% | +5.9% | +4.6% |
| 30D | -7.5% | +3.0% | -10.6% | -8.7% |
| 3M | +8.3% | +14.9% | -6.5% | +1.9% |
| 6M | +20.2% | +36.7% | -16.6% | +4.6% |
| YTD | +34.7% | +25.7% | +9.0% | +20.8% |
| 1Y | +19.4% | +47.7% | -28.2% | -0.4% |
| 3Y | +85.5% | +138.8% | -53.3% | +20.8% |
| 5Y | +186.6% | +62.1% | +124.5% | +112.1% |
| All | +706.7% | +65.9% | +640.8% | +412.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling