+60.9%
IVZ vs ET
+163.5%
-102.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.3% | -2.2% |
| 7D | +1.1% | +0.4% | +0.7% | +0.9% |
| 30D | +3.1% | +6.9% | -3.8% | 0.0% |
| 3M | +18.2% | +13.1% | +5.1% | +11.5% |
| 6M | +38.6% | +18.7% | +19.9% | +27.5% |
| YTD | +25.9% | +37.4% | -11.5% | +8.2% |
| 1Y | +51.7% | +34.8% | +16.9% | +31.3% |
| 3Y | +138.7% | +96.8% | +41.9% | +75.3% |
| 5Y | +62.8% | +238.2% | -175.4% | -5.2% |
| 10Y | +60.9% | +159.4% | -98.5% | -2.5% |
| All | +60.9% | +163.5% | -102.5% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 10y: compounded portfolio wealth divided by compounded ET 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…
10y analysis · Full analysis span regression · 6 months rolling