+776.1%
IVV vs ETR
+2,118.8%
-1,342.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | +0.1% | +1.4% | -1.3% | -0.4% |
| 30D | +0.1% | +1.0% | -0.9% | -0.3% |
| 3M | +2.0% | -1.3% | +3.2% | +2.2% |
| 6M | +13.0% | +1.9% | +11.2% | +11.5% |
| YTD | +13.6% | +18.2% | -4.6% | +5.9% |
| 1Y | +20.1% | +24.7% | -4.6% | +9.5% |
| 3Y | +77.6% | +150.7% | -73.1% | +21.6% |
| 5Y | +82.5% | +127.0% | -44.6% | +28.2% |
| 10Y | +316.5% | +295.5% | +21.1% | +130.7% |
| All | +776.1% | +2,118.8% | -1,342.7% | +260.3% |
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