+372.7%
ETR vs IVZ
+43.7%
+329.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -0.6% |
| 7D | +1.2% | +7.6% | -6.5% | -0.5% |
| 30D | +7.0% | +4.3% | +2.7% | +5.8% |
| 3M | +4.6% | -9.3% | +13.9% | +6.5% |
| 6M | +0.1% | +5.2% | -5.1% | -1.7% |
| YTD | +23.2% | +13.4% | +9.7% | +18.1% |
| 1Y | +20.6% | +25.4% | -4.8% | +12.8% |
| 3Y | +156.3% | +152.5% | +3.8% | +97.1% |
| 5Y | +159.6% | +36.7% | +122.9% | +125.8% |
| All | +372.7% | +43.7% | +329.1% | +195.2% |
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