+41.5%
IVZ vs ET
+160.8%
-119.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | +7.6% | +2.5% | +5.1% | +6.4% |
| 30D | +4.3% | -2.5% | +6.8% | +5.2% |
| 3M | -9.3% | -4.9% | -4.5% | -7.6% |
| 6M | +5.2% | -0.1% | +5.3% | +4.5% |
| YTD | +13.4% | +26.2% | -12.8% | +0.9% |
| 1Y | +25.4% | +25.2% | +0.2% | +11.8% |
| 3Y | +152.5% | +84.2% | +68.3% | +90.1% |
| 5Y | +36.7% | +216.1% | -179.4% | -18.3% |
| All | +41.5% | +160.8% | -119.3% | -15.5% |
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