+190.4%
ETN vs IVZ
+61.1%
+129.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.1% | +2.9% | +3.5% |
| 7D | +3.5% | -2.4% | +5.9% | +4.5% |
| 30D | -7.5% | +3.0% | -10.6% | -8.6% |
| 3M | +8.3% | +14.9% | -6.5% | +2.4% |
| 6M | +20.2% | +36.7% | -16.6% | +5.9% |
| YTD | +34.7% | +25.7% | +9.0% | +21.9% |
| 1Y | +19.4% | +47.7% | -28.2% | +1.2% |
| 3Y | +85.5% | +138.8% | -53.3% | +25.3% |
| All | +190.4% | +61.1% | +129.3% | +116.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling