+82.3%
IVV vs ETN
+174.7%
-92.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.2% |
| 7D | -0.4% | +6.2% | -6.6% | -2.5% |
| 30D | -1.4% | -6.7% | +5.3% | +0.8% |
| 3M | +3.7% | +3.6% | +0.1% | +1.2% |
| 6M | +13.0% | +18.3% | -5.3% | +3.9% |
| YTD | +12.4% | +31.5% | -19.0% | -1.4% |
| 1Y | +18.6% | +20.6% | -2.0% | +7.1% |
| 3Y | +78.1% | +82.5% | -4.5% | +27.2% |
| 5Y | +82.3% | +177.8% | -95.5% | -0.2% |
| All | +82.3% | +174.7% | -92.4% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 ETN 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