+781.8%
IVV vs ET
+1,313.9%
-532.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | -0.9% | +1.8% | -2.7% | -1.3% |
| 30D | -2.3% | -3.0% | +0.6% | -1.8% |
| 3M | -1.2% | -4.7% | +3.5% | -0.3% |
| 6M | +3.3% | +2.7% | +0.6% | +2.4% |
| YTD | +12.3% | +26.5% | -14.2% | +6.2% |
| 1Y | +12.5% | +25.0% | -12.4% | +6.7% |
| 3Y | +79.2% | +85.4% | -6.2% | +55.4% |
| 5Y | +75.6% | +215.5% | -139.9% | +35.3% |
| 10Y | +313.4% | +161.3% | +152.0% | +209.7% |
| All | +781.8% | +1,313.9% | -532.1% | +176.7% |
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