+760.2%
IVV vs ETN
+4,402.3%
-3,642.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.3% |
| 7D | +2.6% | +3.6% | -1.0% | +1.0% |
| 30D | -2.0% | -13.4% | +11.4% | +3.4% |
| 3M | -2.8% | -21.9% | +19.1% | +6.7% |
| 6M | +2.2% | -12.8% | +14.9% | +5.2% |
| YTD | +11.5% | +12.1% | -0.6% | +1.3% |
| 1Y | +13.5% | +0.8% | +12.7% | +7.9% |
| 3Y | +78.1% | +64.5% | +13.6% | +29.8% |
| 5Y | +73.1% | +121.7% | -48.6% | +7.7% |
| 10Y | +310.4% | +542.2% | -231.8% | +49.1% |
| All | +760.2% | +4,402.3% | -3,642.1% | +13.9% |
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