+142.7%
ETSY vs IVZ
+31.8%
+110.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.2% | -2.6% | -3.9% |
| 7D | -10.9% | +1.1% | -12.0% | -11.4% |
| 30D | -14.9% | +3.1% | -18.0% | -16.1% |
| 3M | +5.8% | +18.2% | -12.4% | -2.6% |
| 6M | +29.1% | +38.6% | -9.5% | +10.0% |
| YTD | +31.3% | +25.9% | +5.4% | +16.4% |
| 1Y | +25.1% | +51.7% | -26.6% | +2.1% |
| 3Y | +8.5% | +138.7% | -130.2% | -29.8% |
| 5Y | -66.1% | +62.8% | -128.9% | -74.5% |
| 10Y | +410.3% | +60.9% | +349.4% | +267.6% |
| All | +142.7% | +31.8% | +110.9% | +64.7% |
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 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