+205.4%
IVZ vs ET
+1,275.4%
-1,070.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | -2.4% | -7.9% | +5.4% | +0.7% |
| 30D | -11.2% | -5.9% | -5.3% | -9.2% |
| 3M | -14.0% | -5.2% | -8.7% | -12.4% |
| 6M | +0.5% | +0.3% | +0.2% | -0.3% |
| YTD | +5.4% | +23.1% | -17.7% | -3.8% |
| 1Y | +19.5% | +22.7% | -3.3% | +9.0% |
| 3Y | +128.7% | +75.4% | +53.3% | +81.8% |
| 5Y | +28.8% | +202.6% | -173.9% | -17.3% |
| 10Y | +52.3% | +213.0% | -160.7% | -11.7% |
| All | +205.4% | +1,275.4% | -1,070.0% | -59.3% |
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