+22.5%
ETR vs IVZ
+48.1%
-25.6%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.3% |
| 7D | -1.9% | -2.4% | +0.5% | -1.8% |
| 30D | -0.2% | +2.5% | -2.7% | -0.3% |
| 3M | -3.7% | +17.1% | -20.8% | -4.0% |
| 6M | +2.1% | +35.1% | -33.1% | +1.3% |
| YTD | +16.5% | +24.3% | -7.8% | +15.9% |
| 1Y | +22.5% | +48.7% | -26.1% | +17.8% |
| All | +22.5% | +48.1% | -25.6% | +17.8% |
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