+776.1%
IVV vs ETN
+5,124.5%
-4,348.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -1.9% |
| 7D | +0.1% | +2.0% | -1.9% | -0.8% |
| 30D | +0.1% | -7.9% | +8.0% | +3.5% |
| 3M | +2.0% | -1.6% | +3.6% | +1.2% |
| 6M | +13.0% | +16.9% | -3.8% | +2.9% |
| YTD | +13.6% | +30.1% | -16.5% | -2.0% |
| 1Y | +20.1% | +19.3% | +0.8% | +7.0% |
| 3Y | +77.6% | +82.5% | -4.9% | +25.1% |
| 5Y | +82.5% | +166.8% | -84.4% | +5.8% |
| 10Y | +316.5% | +649.7% | -333.2% | +42.8% |
| All | +776.1% | +5,124.5% | -4,348.4% | +10.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling