+190.4%
ETN vs IAG
+820.9%
-630.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.1% | +3.9% |
| 7D | +3.5% | -1.1% | +4.6% | +3.6% |
| 30D | -7.5% | +12.1% | -19.6% | -8.6% |
| 3M | +8.3% | +25.5% | -17.2% | +5.6% |
| 6M | +20.2% | -7.1% | +27.3% | +19.7% |
| YTD | +34.7% | +22.9% | +11.8% | +31.0% |
| 1Y | +19.4% | +83.3% | -63.9% | +12.6% |
| 3Y | +85.5% | +808.5% | -723.0% | +56.5% |
| All | +190.4% | +820.9% | -630.5% | +127.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 5y: compounded portfolio wealth divided by compounded IAG 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…
5y analysis · Full analysis span regression · 6 months rolling