+32.8%
IVZ vs ET
+18.2%
+14.6%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.2% |
| 7D | +0.6% | +0.9% | -0.3% | +1.0% |
| 30D | +4.0% | +7.5% | -3.5% | +7.1% |
| 3M | +18.2% | +11.4% | +6.8% | +23.7% |
| 6M | +32.8% | +18.5% | +14.3% | +42.5% |
| All | +32.8% | +18.2% | +14.6% | +42.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling