+291.6%
ETR vs IVZ
+64.1%
+227.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | -1.9% | -2.4% | +0.5% | -1.4% |
| 30D | -0.2% | +2.5% | -2.7% | -0.8% |
| 3M | -3.7% | +17.1% | -20.8% | -7.3% |
| 6M | +2.1% | +35.1% | -33.1% | -5.1% |
| YTD | +16.5% | +24.3% | -7.8% | +9.8% |
| 1Y | +22.5% | +48.7% | -26.1% | +10.6% |
| 3Y | +144.7% | +135.6% | +9.0% | +92.8% |
| 5Y | +125.2% | +60.3% | +64.9% | +88.7% |
| All | +291.6% | +64.1% | +227.5% | +148.7% |
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