+272.9%
IVZ vs ET
+1,435.0%
-1,162.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | +0.6% | +0.9% | -0.3% | +0.3% |
| 30D | +4.0% | +7.5% | -3.5% | +1.0% |
| 3M | +18.2% | +11.4% | +6.8% | +12.9% |
| 6M | +32.8% | +18.5% | +14.3% | +23.4% |
| YTD | +28.7% | +37.4% | -8.6% | +12.7% |
| 1Y | +55.4% | +30.9% | +24.4% | +38.5% |
| 3Y | +135.2% | +98.7% | +36.5% | +78.4% |
| 5Y | +64.2% | +230.7% | -166.5% | +1.8% |
| 10Y | +64.6% | +175.6% | -111.0% | -0.4% |
| All | +272.9% | +1,435.0% | -1,162.1% | -52.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling