+226.0%
IVZ vs ET
+1,287.7%
-1,061.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.9% | +5.9% | +6.4% |
| 7D | +4.1% | -4.4% | +8.5% | +5.9% |
| 30D | -2.0% | -4.8% | +2.7% | -0.3% |
| 3M | -7.8% | -3.4% | -4.4% | -6.8% |
| 6M | +6.3% | +2.2% | +4.1% | +4.7% |
| YTD | +12.6% | +24.2% | -11.6% | +2.3% |
| 1Y | +27.6% | +24.5% | +3.1% | +15.8% |
| 3Y | +154.0% | +83.6% | +70.4% | +98.4% |
| 5Y | +37.3% | +203.4% | -166.1% | -11.9% |
| 10Y | +50.5% | +166.5% | -116.0% | -7.3% |
| All | +226.0% | +1,287.7% | -1,061.7% | -56.7% |
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