+3.2%
IVV vs ETN
-13.1%
+16.3%
-5.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +3.3% | +10.1% | -6.8% | +1.7% |
| 30D | -2.7% | -15.9% | +13.3% | -0.3% |
| 3M | -1.7% | -21.7% | +20.0% | +1.8% |
| 6M | +3.2% | -10.1% | +13.2% | +3.1% |
| All | +3.2% | -13.1% | +16.3% | +3.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling