-65.8%
ETSY vs IVZ
+61.1%
-126.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.0% |
| 7D | -4.9% | -2.4% | -2.5% | -3.5% |
| 30D | -8.6% | +3.0% | -11.7% | -10.3% |
| 3M | +4.8% | +14.9% | -10.1% | -4.5% |
| 6M | +38.1% | +36.7% | +1.3% | +12.0% |
| YTD | +31.2% | +25.7% | +5.6% | +11.4% |
| 1Y | +22.1% | +47.7% | -25.6% | -6.4% |
| 3Y | +12.2% | +138.8% | -126.6% | -41.4% |
| All | -65.8% | +61.1% | -126.9% | -78.2% |
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 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