+791.7%
IVV vs ET
+1,435.0%
-643.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +0.1% | +0.9% | -0.8% | -0.1% |
| 30D | +0.1% | +7.5% | -7.4% | -1.5% |
| 3M | +2.0% | +11.4% | -9.4% | -0.5% |
| 6M | +13.0% | +18.5% | -5.5% | +8.6% |
| YTD | +13.6% | +37.4% | -23.8% | +5.6% |
| 1Y | +20.1% | +30.9% | -10.9% | +12.8% |
| 3Y | +77.6% | +98.7% | -21.1% | +51.8% |
| 5Y | +82.5% | +230.7% | -148.2% | +39.0% |
| 10Y | +316.5% | +175.6% | +140.9% | +207.4% |
| All | +791.7% | +1,435.0% | -643.3% | +175.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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