+3,002.8%
ETR vs IVZ
+1,088.7%
+1,914.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.5% |
| 7D | -1.8% | -2.4% | +0.6% | -1.5% |
| 30D | -1.8% | +3.0% | -4.8% | -2.2% |
| 3M | -3.6% | +14.9% | -18.4% | -5.7% |
| 6M | +2.6% | +36.7% | -34.1% | -2.5% |
| YTD | +16.0% | +25.7% | -9.7% | +11.4% |
| 1Y | +20.1% | +47.7% | -27.6% | +12.4% |
| 3Y | +143.6% | +138.8% | +4.8% | +108.7% |
| 5Y | +124.4% | +62.1% | +62.3% | +100.0% |
| 10Y | +295.4% | +64.3% | +231.0% | +229.9% |
| All | +3,002.8% | +1,088.7% | +1,914.1% | +1,952.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling