+738.6%
IVV vs ETR
+2,186.6%
-1,448.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -2.7% | +0.4% | -3.1% | -2.8% |
| 30D | -5.4% | +7.5% | -12.9% | -7.9% |
| 3M | -4.1% | +4.4% | -8.5% | -5.7% |
| 6M | +0.7% | -1.5% | +2.3% | +0.9% |
| YTD | +8.7% | +21.8% | -13.0% | +0.2% |
| 1Y | +11.0% | +18.4% | -7.4% | +3.3% |
| 3Y | +75.4% | +148.5% | -73.1% | +20.7% |
| 5Y | +68.3% | +152.6% | -84.3% | +13.6% |
| 10Y | +315.5% | +354.5% | -38.9% | +118.5% |
| All | +738.6% | +2,186.6% | -1,448.0% | +240.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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